+30.5%
AKAM vs VFC
-48.6%
+79.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.6% | -1.9% |
| 7D | +2.8% | +1.6% | +1.2% | +2.4% |
| 30D | -6.9% | +25.5% | -32.4% | -10.5% |
| 3M | -31.8% | +41.3% | -73.1% | -35.9% |
| 6M | -47.0% | +22.2% | -69.2% | -49.3% |
| YTD | -2.1% | +16.4% | -18.5% | -6.4% |
| 1Y | -3.7% | +38.4% | -42.1% | -11.1% |
| 3Y | -23.0% | +56.2% | -79.3% | -35.1% |
| 5Y | -23.4% | -68.2% | +44.7% | -12.8% |
| All | +30.5% | -48.6% | +79.1% | +41.3% |
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