-42.7%
ACHR vs VFC
-81.4%
+38.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.8% |
| 7D | -0.7% | -1.6% | +0.9% | 0.0% |
| 30D | +9.8% | -11.6% | +21.4% | +15.6% |
| 3M | -10.5% | -18.1% | +7.6% | -3.8% |
| 6M | -15.5% | -27.4% | +11.8% | -4.8% |
| YTD | -24.1% | -24.8% | +0.8% | -16.0% |
| 1Y | -32.4% | -8.2% | -24.2% | -32.5% |
| 3Y | -11.6% | -29.1% | +17.5% | -14.2% |
| 5Y | -42.9% | -79.2% | +36.3% | -1.4% |
| All | -42.7% | -81.4% | +38.7% | +0.2% |
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