-24.4%
VFC vs ACM
-19.2%
-5.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.6% |
| 7D | -1.6% | -3.7% | +2.1% | +0.9% |
| 30D | -11.6% | -11.1% | -0.5% | -5.0% |
| 3M | -18.1% | -8.0% | -10.1% | -14.2% |
| 6M | -27.4% | -29.7% | +2.3% | -7.3% |
| YTD | -24.8% | -29.4% | +4.5% | -6.0% |
| 1Y | -8.2% | -46.4% | +38.2% | +44.1% |
| All | -24.4% | -19.2% | -5.2% | -28.0% |
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