-68.0%
VFC vs ACI
-41.7%
-26.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.8% |
| 7D | +11.2% | -2.2% | +13.4% | +11.7% |
| 30D | +41.5% | +10.3% | +31.2% | +38.8% |
| 3M | +38.9% | +7.2% | +31.7% | +36.9% |
| 6M | +6.1% | -18.0% | +24.1% | +9.5% |
| YTD | +14.5% | -22.0% | +36.5% | +18.6% |
| 1Y | +46.0% | -23.4% | +69.3% | +51.7% |
| 3Y | +36.4% | -35.8% | +72.2% | +46.3% |
| All | -68.0% | -41.7% | -26.4% | -66.2% |
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