+101.8%
AKAM vs VFC
-70.4%
+172.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | +0.6% | -3.3% | +3.9% | +1.1% |
| 30D | -8.2% | -14.0% | +5.8% | -5.8% |
| 3M | -17.6% | -22.6% | +5.0% | -14.4% |
| 6M | +2.5% | -24.7% | +27.2% | +6.5% |
| YTD | +22.8% | -29.0% | +51.8% | +28.1% |
| 1Y | +39.6% | -13.8% | +53.4% | +39.5% |
| 3Y | +2.3% | -28.2% | +30.6% | -1.6% |
| 5Y | -4.3% | -79.0% | +74.7% | +17.3% |
| All | +101.8% | -70.4% | +172.2% | +130.8% |
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