-78.3%
VFC vs AGI
+400.3%
-478.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.2% |
| 7D | -1.4% | -2.7% | +1.3% | -1.0% |
| 30D | -9.0% | +7.2% | -16.2% | -10.1% |
| 3M | -24.2% | +4.3% | -28.4% | -25.0% |
| 6M | -18.5% | -27.1% | +8.6% | -15.4% |
| YTD | -25.9% | -6.6% | -19.3% | -26.2% |
| 1Y | -13.0% | +9.5% | -22.5% | -15.9% |
| 3Y | -20.3% | +208.4% | -228.8% | -37.5% |
| All | -78.3% | +400.3% | -478.6% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling