-55.5%
VFC vs ACI
+31.1%
-86.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | +7.7% | -5.9% | +13.6% | +8.5% |
| 30D | +39.2% | +7.2% | +32.0% | +38.0% |
| 3M | +40.3% | +8.8% | +31.4% | +38.7% |
| 6M | +11.4% | -17.2% | +28.6% | +13.4% |
| YTD | +17.5% | -21.3% | +38.8% | +20.0% |
| 1Y | +45.9% | -23.7% | +69.6% | +49.5% |
| 3Y | +47.3% | -32.8% | +80.2% | +52.7% |
| 5Y | -67.2% | -41.4% | -25.8% | -66.1% |
| All | -55.5% | +31.1% | -86.6% | -49.4% |
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