+55.6%
VFC vs ACI
-18.4%
+74.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +4.1% |
| 7D | +21.5% | +4.5% | +17.0% | +20.9% |
| 30D | +46.7% | +20.9% | +25.8% | +44.1% |
| 3M | +38.4% | +15.2% | +23.1% | +36.4% |
| 6M | +15.2% | -13.3% | +28.5% | +16.4% |
| YTD | +17.8% | -16.2% | +34.0% | +17.2% |
| 1Y | +55.6% | -16.9% | +72.4% | +54.8% |
| All | +55.6% | -18.4% | +74.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling