+55.6%
VFC vs ACM
-46.6%
+102.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +3.4% |
| 7D | +21.5% | +9.5% | +12.0% | +17.9% |
| 30D | +46.7% | +14.7% | +31.9% | +40.1% |
| 3M | +38.4% | -9.5% | +47.9% | +42.5% |
| 6M | +15.2% | -18.0% | +33.3% | +22.1% |
| YTD | +17.8% | -27.3% | +45.1% | +29.8% |
| 1Y | +55.6% | -47.0% | +102.6% | +76.4% |
| All | +55.6% | -46.6% | +102.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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