-46.1%
VFC vs ACM
+147.1%
-193.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | -0.4% |
| 7D | +7.7% | +6.9% | +0.8% | +3.7% |
| 30D | +39.2% | +19.1% | +20.1% | +26.1% |
| 3M | +40.3% | -6.9% | +47.2% | +44.7% |
| 6M | +11.4% | -12.0% | +23.4% | +17.9% |
| YTD | +17.5% | -25.1% | +42.7% | +35.7% |
| 1Y | +45.9% | -45.4% | +91.3% | +101.2% |
| 3Y | +47.3% | -6.9% | +54.2% | +50.6% |
| 5Y | -67.2% | +3.7% | -70.9% | -68.4% |
| 10Y | -46.1% | +135.8% | -181.9% | -65.9% |
| All | -46.1% | +147.1% | -193.2% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling