-68.8%
VFC vs ACM
+128.0%
-196.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.4% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | -11.9% | -12.9% | +1.0% | -5.6% |
| 3M | -20.2% | -6.4% | -13.8% | -17.8% |
| 6M | -23.0% | -29.2% | +6.2% | -7.6% |
| YTD | -26.2% | -29.9% | +3.7% | -11.7% |
| 1Y | -13.3% | -47.3% | +33.9% | +21.1% |
| 3Y | -25.5% | -19.6% | -5.9% | -17.3% |
| 5Y | -78.1% | +5.5% | -83.6% | -78.9% |
| 10Y | -68.8% | +129.7% | -198.5% | -79.3% |
| All | -68.8% | +128.0% | -196.7% | -79.3% |
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