+24.3%
VFC vs ACWI
+356.8%
-332.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | +0.5% | -2.1% | -2.1% |
| 30D | -11.6% | +0.9% | -12.5% | -12.4% |
| 3M | -18.1% | +2.4% | -20.5% | -19.9% |
| 6M | -27.4% | +12.4% | -39.7% | -35.3% |
| YTD | -24.8% | +15.2% | -40.0% | -34.6% |
| 1Y | -8.2% | +22.7% | -30.9% | -24.9% |
| 3Y | -29.1% | +75.8% | -104.9% | -57.4% |
| 5Y | -79.2% | +67.7% | -146.9% | -86.7% |
| 10Y | -68.1% | +229.0% | -297.1% | -88.3% |
| All | +24.3% | +356.8% | -332.5% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling