+152.3%
ACN vs VFC
-48.6%
+201.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | -3.8% | +1.6% | -5.5% | -4.2% |
| 30D | +16.5% | +25.5% | -9.0% | +10.6% |
| 3M | +41.5% | +41.3% | +0.2% | +30.6% |
| 6M | +60.1% | +22.2% | +37.9% | +50.8% |
| YTD | -3.9% | +16.4% | -20.4% | -9.0% |
| 1Y | +4.1% | +38.4% | -34.3% | -5.5% |
| 3Y | -15.9% | +56.2% | -72.1% | -34.4% |
| 5Y | -26.3% | -68.2% | +41.8% | -4.2% |
| All | +152.3% | -48.6% | +201.0% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling