+88.5%
ACN vs VFC
-69.4%
+157.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | -6.3% | -2.3% | -4.0% | -5.8% |
| 30D | -1.4% | -13.4% | +12.0% | +1.8% |
| 3M | +2.6% | -23.7% | +26.3% | +7.8% |
| 6M | -14.3% | -24.5% | +10.2% | -10.2% |
| YTD | -33.1% | -27.8% | -5.3% | -29.3% |
| 1Y | -28.8% | -13.5% | -15.3% | -28.5% |
| 3Y | -43.0% | -27.1% | -15.8% | -46.6% |
| 5Y | -44.0% | -79.0% | +35.0% | -20.9% |
| 10Y | +88.5% | -68.7% | +157.3% | +132.6% |
| All | +88.5% | -69.4% | +157.9% | +132.6% |
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 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