+170.7%
VFC vs AGI
+5,381.0%
-5,210.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | +0.8% | +4.4% | -3.5% | +0.7% |
| 30D | -11.9% | +10.0% | -21.9% | -12.2% |
| 3M | -20.2% | +1.7% | -21.9% | -20.3% |
| 6M | -23.0% | -26.8% | +3.8% | -22.4% |
| YTD | -26.2% | -5.3% | -20.9% | -26.3% |
| 1Y | -13.3% | +11.5% | -24.8% | -13.8% |
| 3Y | -25.5% | +212.9% | -238.4% | -28.0% |
| 5Y | -78.1% | +388.8% | -466.9% | -79.1% |
| 10Y | -68.8% | +383.6% | -452.4% | -70.4% |
| All | +170.7% | +5,381.0% | -5,210.3% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling