-78.1%
VFC vs ACI
-44.9%
-33.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.3% |
| 7D | +0.8% | -2.6% | +3.4% | +1.3% |
| 30D | -11.9% | +1.1% | -13.0% | -12.1% |
| 3M | -20.2% | -23.6% | +3.5% | -16.5% |
| 6M | -23.0% | -29.9% | +7.0% | -18.2% |
| YTD | -26.2% | -26.9% | +0.6% | -22.7% |
| 1Y | -13.3% | -34.2% | +20.9% | -7.2% |
| 3Y | -25.5% | -43.6% | +18.2% | -18.3% |
| 5Y | -78.1% | -42.4% | -35.7% | -76.5% |
| All | -78.1% | -44.9% | -33.2% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling