+42.4%
VFC vs ACM
-45.3%
+87.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -1.4% | +3.0% | -4.4% | -2.4% |
| 30D | +30.7% | +19.7% | +11.0% | +23.3% |
| 3M | +40.6% | +5.3% | +35.3% | +37.6% |
| 6M | +16.5% | -10.8% | +27.2% | +19.5% |
| YTD | +16.2% | -25.1% | +41.3% | +25.9% |
| 1Y | +42.4% | -45.8% | +88.2% | +53.2% |
| All | +42.4% | -45.3% | +87.7% | +53.2% |
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