+38.4%
VFC vs ACWI
+11.8%
+26.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.6% |
| 7D | +1.6% | +2.4% | -0.8% | -1.8% |
| 30D | +25.5% | -1.7% | +27.2% | +28.2% |
| 3M | +41.3% | -3.9% | +45.2% | +49.5% |
| 6M | +22.2% | +0.8% | +21.4% | +19.6% |
| YTD | +16.4% | +11.0% | +5.4% | -2.9% |
| 1Y | +38.4% | +13.1% | +25.3% | +11.0% |
| All | +38.4% | +11.8% | +26.6% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling