+36.4%
VFC vs ACGL
+31.5%
+4.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.8% |
| 7D | +11.2% | +0.9% | +10.3% | +11.0% |
| 30D | +41.5% | +13.7% | +27.8% | +37.6% |
| 3M | +38.9% | +8.0% | +30.9% | +36.5% |
| 6M | +6.1% | +13.3% | -7.1% | +3.4% |
| YTD | +14.5% | +11.8% | +2.7% | +11.5% |
| 1Y | +46.0% | +22.2% | +23.7% | +39.5% |
| 3Y | +36.4% | +32.5% | +3.9% | +54.9% |
| All | +36.4% | +31.5% | +4.9% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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