+592.4%
VFC vs ACGL
+4,940.3%
-4,347.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | +30.7% | +12.4% | +18.4% | +26.5% |
| 3M | +40.6% | +11.1% | +29.5% | +36.5% |
| 6M | +16.5% | +16.3% | +0.1% | +11.4% |
| YTD | +16.2% | +13.8% | +2.4% | +11.6% |
| 1Y | +42.4% | +20.4% | +22.0% | +34.6% |
| 3Y | +48.1% | +33.6% | +14.5% | +34.2% |
| 5Y | -67.8% | +176.8% | -244.7% | -76.9% |
| 10Y | -48.5% | +324.6% | -373.0% | -66.6% |
| All | +592.4% | +4,940.3% | -4,347.9% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling