+672.3%
AU vs VFC
-69.1%
+741.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | 0.0% |
| 7D | -4.3% | -1.4% | -2.9% | -4.1% |
| 30D | +7.3% | -9.0% | +16.3% | +8.3% |
| 3M | +26.3% | -24.2% | +50.5% | +29.7% |
| 6M | +1.8% | -18.5% | +20.3% | +3.8% |
| YTD | +26.8% | -25.9% | +52.7% | +30.3% |
| 1Y | +66.7% | -13.0% | +79.7% | +68.1% |
| 3Y | +579.1% | -20.3% | +599.4% | +560.4% |
| 5Y | +689.3% | -78.1% | +767.4% | +746.1% |
| All | +672.3% | -69.1% | +741.4% | +732.2% |
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 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