+685.3%
AU vs VFC
-79.4%
+764.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.1% |
| 7D | -7.0% | -3.3% | -3.7% | -6.6% |
| 30D | +7.3% | -14.0% | +21.3% | +9.1% |
| 3M | +33.2% | -22.6% | +55.8% | +36.8% |
| 6M | -0.6% | -24.7% | +24.1% | +2.4% |
| YTD | +26.2% | -29.0% | +55.1% | +30.5% |
| 1Y | +68.3% | -13.8% | +82.0% | +70.3% |
| 3Y | +592.1% | -28.2% | +620.4% | +577.6% |
| 5Y | +685.3% | -79.0% | +764.2% | +673.8% |
| All | +685.3% | -79.4% | +764.7% | +673.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling