+579.1%
AU vs VFC
-25.2%
+604.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.4% |
| 3M | +26.3% | -24.2% | +50.5% | +29.9% |
| 6M | +1.8% | -18.5% | +20.3% | +4.0% |
| YTD | +26.8% | -25.9% | +52.7% | +30.5% |
| 1Y | +66.7% | -13.0% | +79.7% | +68.7% |
| 3Y | +579.1% | -20.3% | +599.4% | +545.8% |
| All | +579.1% | -25.2% | +604.3% | +545.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling