+778.3%
AU vs VFC
+152.7%
+625.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.9% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +12.8% | -11.9% | +24.7% | +14.6% |
| 3M | +28.5% | -20.2% | +48.6% | +31.9% |
| 6M | +4.8% | -23.0% | +27.8% | +8.1% |
| YTD | +31.0% | -26.2% | +57.2% | +35.5% |
| 1Y | +81.4% | -13.3% | +94.8% | +83.0% |
| 3Y | +618.4% | -25.5% | +643.9% | +597.3% |
| 5Y | +686.3% | -78.1% | +764.4% | +788.3% |
| 10Y | +664.5% | -68.8% | +733.3% | +676.6% |
| All | +778.3% | +152.7% | +625.6% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling