+89.5%
VFC vs ACWI
+330.0%
-240.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +11.2% | -2.4% | +13.6% | +14.0% |
| 30D | +41.5% | -5.2% | +46.7% | +49.4% |
| 3M | +38.9% | -4.8% | +43.8% | +46.1% |
| 6M | +6.1% | -1.3% | +7.5% | +7.7% |
| YTD | +14.5% | +8.4% | +6.2% | +6.1% |
| 1Y | +46.0% | +11.0% | +34.9% | +32.1% |
| 3Y | +36.4% | +70.6% | -34.2% | -15.2% |
| 5Y | -67.5% | +55.3% | -122.8% | -77.6% |
| 10Y | -45.8% | +223.2% | -269.0% | -79.5% |
| All | +89.5% | +330.0% | -240.5% | -47.9% |
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