-77.9%
VFC vs ACM
+5.0%
-82.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 3M | -18.1% | -8.0% | -10.1% | -14.3% |
| 6M | -27.4% | -29.7% | +2.3% | -8.7% |
| YTD | -24.8% | -29.4% | +4.5% | -7.0% |
| 1Y | -8.2% | -46.4% | +38.2% | +38.4% |
| 3Y | -29.1% | -22.3% | -6.8% | -20.9% |
| All | -77.9% | +5.0% | -82.9% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling