-13.3%
VFC vs ACM
-47.1%
+33.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.6% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -11.9% | -12.9% | +1.0% | -7.8% |
| 3M | -20.2% | -6.4% | -13.8% | -18.5% |
| 6M | -23.0% | -29.2% | +6.2% | -14.4% |
| YTD | -26.2% | -29.9% | +3.7% | -17.4% |
| 1Y | -13.3% | -47.3% | +33.9% | +2.3% |
| All | -13.3% | -47.1% | +33.8% | +2.3% |
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 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