-47.5%
VFC vs ACWI
+220.7%
-268.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | +3.5% | -0.2% | +3.7% | +3.7% |
| 30D | +38.3% | -3.3% | +41.5% | +44.5% |
| 3M | +40.2% | -3.4% | +43.6% | +46.8% |
| 6M | +10.6% | +0.8% | +9.8% | +9.1% |
| YTD | +16.7% | +10.7% | +6.0% | +1.6% |
| 1Y | +45.0% | +11.6% | +33.4% | +24.9% |
| 3Y | +48.8% | +73.4% | -24.6% | -24.5% |
| 5Y | -67.6% | +60.2% | -127.7% | -81.6% |
| 10Y | -47.5% | +221.6% | -269.1% | -86.1% |
| All | -47.5% | +220.7% | -268.2% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling