+56.2%
VFC vs ACM
-9.1%
+65.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +2.9% |
| 7D | +1.6% | +5.6% | -4.0% | -2.1% |
| 30D | +25.5% | +20.8% | +4.7% | +10.9% |
| 3M | +41.3% | +11.4% | +29.9% | +30.8% |
| 6M | +22.2% | +0.9% | +21.3% | +19.7% |
| YTD | +16.4% | -24.8% | +41.2% | +39.5% |
| 1Y | +38.4% | -46.4% | +84.9% | +125.1% |
| 3Y | +56.2% | -9.2% | +65.4% | +30.5% |
| All | +56.2% | -9.1% | +65.3% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling