-51.3%
ACHR vs VFC
-71.3%
+20.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | +18.0% | -1.4% | +19.3% | +18.8% |
| 30D | +3.6% | +30.7% | -27.1% | -7.4% |
| 3M | -28.4% | +40.6% | -69.1% | -38.1% |
| 6M | -25.7% | +16.5% | -42.2% | -31.3% |
| YTD | -35.4% | +16.2% | -51.5% | -40.6% |
| 1Y | -45.6% | +42.4% | -88.1% | -54.2% |
| 3Y | -2.2% | +48.1% | -50.3% | -30.4% |
| 5Y | -20.3% | -67.8% | +47.5% | +14.7% |
| All | -51.3% | -71.3% | +20.0% | -29.1% |
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