-40.4%
ACHR vs VFC
-78.2%
+37.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.9% |
| 7D | +4.9% | +0.8% | +4.0% | +4.4% |
| 30D | +4.3% | -11.9% | +16.2% | +10.1% |
| 3M | +1.7% | -20.2% | +21.9% | +10.7% |
| 6M | -6.9% | -23.0% | +16.1% | +2.7% |
| YTD | -22.5% | -26.2% | +3.7% | -13.4% |
| 1Y | -31.5% | -13.3% | -18.2% | -29.9% |
| 3Y | -14.4% | -25.5% | +11.1% | -19.7% |
| All | -40.4% | -78.2% | +37.8% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling