+2,408.2%
ACN vs VFC
+338.9%
+2,069.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +1.6% | +3.5% | -1.9% | +0.5% |
| 30D | +24.6% | +38.3% | -13.6% | +13.5% |
| 3M | +46.2% | +40.2% | +6.0% | +32.5% |
| 6M | +46.2% | +10.6% | +35.5% | +39.7% |
| YTD | -0.9% | +16.7% | -17.6% | -7.6% |
| 1Y | +8.8% | +45.0% | -36.2% | -5.1% |
| 3Y | -14.3% | +48.8% | -63.1% | -35.8% |
| 5Y | -22.6% | -67.6% | +45.0% | -4.3% |
| 10Y | +153.7% | -47.5% | +201.3% | +141.5% |
| All | +2,408.2% | +338.9% | +2,069.3% | +708.9% |
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 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