-22.5%
ACN vs VFC
-67.4%
+45.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.9% | +11.2% | -10.3% | -1.0% |
| 30D | +33.5% | +41.5% | -8.0% | +25.7% |
| 3M | +53.5% | +38.9% | +14.5% | +44.8% |
| 6M | +52.2% | +6.1% | +46.1% | +49.2% |
| YTD | -0.1% | +14.5% | -14.7% | -3.8% |
| 1Y | +11.0% | +46.0% | -34.9% | +2.4% |
| 3Y | -11.8% | +36.4% | -48.2% | -24.3% |
| All | -22.5% | -67.4% | +45.0% | +11.6% |
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