-71.5%
VFC vs ACI
+25.9%
-97.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -11.6% | +5.9% | -17.5% | -12.2% |
| 3M | -18.1% | -19.8% | +1.7% | -16.2% |
| 6M | -27.4% | -24.7% | -2.6% | -25.2% |
| YTD | -24.8% | -24.4% | -0.4% | -22.8% |
| 1Y | -8.2% | -31.5% | +23.3% | -4.6% |
| 3Y | -29.1% | -38.7% | +9.6% | -25.7% |
| 5Y | -79.2% | -42.8% | -36.4% | -78.4% |
| All | -71.5% | +25.9% | -97.4% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling