+66.5%
AG vs VFC
-70.4%
+136.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.6% |
| 7D | -5.8% | -3.3% | -2.5% | -5.2% |
| 30D | +6.4% | -14.0% | +20.4% | +9.5% |
| 3M | +28.4% | -22.6% | +50.9% | +34.3% |
| 6M | -24.5% | -24.7% | +0.3% | -20.6% |
| YTD | +21.2% | -29.0% | +50.2% | +28.9% |
| 1Y | +114.1% | -13.8% | +127.9% | +118.2% |
| 3Y | +268.0% | -28.2% | +296.3% | +261.1% |
| 5Y | +67.3% | -79.0% | +146.3% | +106.6% |
| All | +66.5% | -70.4% | +136.9% | +94.8% |
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 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