-46.1%
VFC vs ACWI
+226.8%
-272.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -1.0% |
| 7D | +7.7% | +0.3% | +7.4% | +7.1% |
| 30D | +39.2% | -2.8% | +42.0% | +44.5% |
| 3M | +40.3% | -3.2% | +43.4% | +46.3% |
| 6M | +11.4% | +1.3% | +10.1% | +9.2% |
| YTD | +17.5% | +11.2% | +6.3% | +1.6% |
| 1Y | +45.9% | +13.8% | +32.1% | +22.3% |
| 3Y | +47.3% | +76.2% | -28.9% | -26.8% |
| 5Y | -67.2% | +59.5% | -126.7% | -81.3% |
| 10Y | -46.1% | +222.2% | -268.3% | -85.6% |
| All | -46.1% | +226.8% | -272.9% | -85.6% |
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