-67.9%
VFC vs ACWI
+54.8%
-122.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +11.2% | -2.4% | +13.6% | +15.4% |
| 30D | +41.5% | -5.2% | +46.7% | +53.7% |
| 3M | +38.9% | -4.8% | +43.8% | +50.0% |
| 6M | +6.1% | -1.3% | +7.5% | +7.9% |
| YTD | +14.5% | +8.4% | +6.2% | +0.2% |
| 1Y | +46.0% | +11.0% | +34.9% | +22.9% |
| 3Y | +36.4% | +70.6% | -34.2% | -36.1% |
| All | -67.9% | +54.8% | -122.7% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling