-40.6%
ACN vs VFC
-79.1%
+38.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.7% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | +9.4% | -11.6% | +21.0% | +11.6% |
| 3M | +5.6% | -18.1% | +23.8% | +8.4% |
| 6M | -9.3% | -27.4% | +18.1% | -5.3% |
| YTD | -29.0% | -24.8% | -4.2% | -26.4% |
| 1Y | -24.7% | -8.2% | -16.5% | -25.1% |
| 3Y | -39.8% | -29.1% | -10.7% | -41.2% |
| All | -40.6% | -79.1% | +38.5% | -14.9% |
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