+210.9%
AA vs VFC
+1,340.0%
-1,129.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +0.9% | +11.2% | -10.3% | -3.8% |
| 30D | -6.7% | +41.5% | -48.2% | -20.4% |
| 3M | -16.3% | +38.9% | -55.3% | -28.4% |
| 6M | -37.1% | +6.1% | -43.3% | -40.5% |
| YTD | -25.0% | +14.5% | -39.6% | -32.5% |
| 1Y | +8.6% | +46.0% | -37.4% | -12.8% |
| 3Y | +57.2% | +36.4% | +20.9% | +9.2% |
| 5Y | -13.0% | -67.5% | +54.5% | +14.9% |
| 10Y | +65.5% | -45.8% | +111.4% | +70.6% |
| All | +210.9% | +1,340.0% | -1,129.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling