-50.2%
VFC vs ACM
+131.3%
-181.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | -1.4% | +5.1% | -6.5% | -4.3% |
| 30D | +24.6% | +18.7% | +6.0% | +12.9% |
| 3M | +38.4% | +15.5% | +23.0% | +26.6% |
| 6M | +15.3% | +1.2% | +14.1% | +12.9% |
| YTD | +12.7% | -25.2% | +38.0% | +30.6% |
| 1Y | +32.7% | -46.3% | +79.0% | +86.2% |
| 3Y | +43.7% | -9.6% | +53.2% | +49.2% |
| 5Y | -69.2% | +4.4% | -73.6% | -70.5% |
| All | -50.2% | +131.3% | -181.6% | -68.7% |
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