-25.5%
VFC vs ACGL
+34.2%
-59.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -11.6% | -1.0% | -10.6% | -11.5% |
| 3M | -18.1% | +11.0% | -29.1% | -18.7% |
| 6M | -27.4% | -0.3% | -27.0% | -27.2% |
| YTD | -24.8% | +2.3% | -27.1% | -25.0% |
| 1Y | -8.2% | +6.4% | -14.6% | -8.8% |
| All | -25.5% | +34.2% | -59.8% | -2.2% |
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