-68.5%
VFC vs AGI
+392.3%
-460.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.3% |
| 7D | -1.4% | -2.7% | +1.3% | -1.2% |
| 30D | -9.0% | +7.2% | -16.2% | -9.5% |
| 3M | -24.2% | +4.3% | -28.4% | -24.5% |
| 6M | -18.5% | -27.1% | +8.6% | -17.2% |
| YTD | -25.9% | -6.6% | -19.3% | -25.9% |
| 1Y | -13.0% | +9.5% | -22.5% | -13.9% |
| 3Y | -20.3% | +208.4% | -228.8% | -25.8% |
| 5Y | -78.1% | +401.6% | -479.7% | -79.8% |
| All | -68.5% | +392.3% | -460.9% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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