+9.8%
VFC vs ACM
+230.8%
-221.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -1.6% | -3.7% | +2.1% | 0.0% |
| 30D | -11.6% | -11.1% | -0.5% | -7.7% |
| 3M | -18.1% | -8.0% | -10.1% | -15.6% |
| 6M | -27.4% | -29.7% | +2.3% | -16.6% |
| YTD | -24.8% | -29.4% | +4.5% | -14.2% |
| 1Y | -8.2% | -46.4% | +38.2% | +16.8% |
| 3Y | -29.1% | -22.3% | -6.8% | -21.6% |
| 5Y | -79.2% | +4.5% | -83.6% | -79.5% |
| 10Y | -68.1% | +127.6% | -195.7% | -77.1% |
| All | +9.8% | +230.8% | -221.0% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling