-22.4%
VFC vs AGI
+214.4%
-236.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -2.3% | +2.2% | -4.6% | -2.7% |
| 30D | -13.4% | +11.3% | -24.6% | -15.1% |
| 3M | -23.7% | +5.6% | -29.3% | -24.8% |
| 6M | -24.5% | -27.7% | +3.2% | -21.3% |
| YTD | -27.8% | -4.1% | -23.8% | -28.6% |
| 1Y | -13.5% | +13.8% | -27.2% | -17.2% |
| All | -22.4% | +214.4% | -236.8% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling