+2,427.5%
ACN vs VFC
+330.7%
+2,096.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.9% | +11.2% | -10.3% | -2.2% |
| 30D | +33.5% | +41.5% | -8.0% | +20.9% |
| 3M | +53.5% | +38.9% | +14.5% | +39.5% |
| 6M | +52.2% | +6.1% | +46.1% | +47.2% |
| YTD | -0.1% | +14.5% | -14.7% | -6.3% |
| 1Y | +11.0% | +46.0% | -34.9% | -3.3% |
| 3Y | -11.8% | +36.4% | -48.2% | -32.0% |
| 5Y | -22.8% | -67.5% | +44.7% | -4.7% |
| 10Y | +162.4% | -45.8% | +208.3% | +146.4% |
| All | +2,427.5% | +330.7% | +2,096.8% | +719.8% |
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