+255.2%
AG vs VFC
+98.6%
+156.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.7% | -3.2% |
| 7D | -10.0% | +1.6% | -11.6% | -10.3% |
| 30D | -10.5% | +25.5% | -36.0% | -15.5% |
| 3M | -27.3% | +41.3% | -68.5% | -33.5% |
| 6M | -43.0% | +22.2% | -65.2% | -46.3% |
| YTD | -17.9% | +16.4% | -34.3% | -21.8% |
| 1Y | +11.9% | +38.4% | -26.5% | +2.3% |
| 3Y | +201.8% | +56.2% | +145.6% | +139.3% |
| 5Y | -0.1% | -68.2% | +68.1% | +20.3% |
| 10Y | +72.7% | -48.4% | +121.1% | +60.1% |
| All | +255.2% | +98.6% | +156.6% | +40.2% |
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