+55.6%
VFC vs ALC
+4.2%
+51.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.8% | -2.4% | +1.6% |
| 7D | +21.5% | +10.7% | +10.8% | +16.5% |
| 30D | +46.7% | +20.2% | +26.5% | +36.4% |
| 3M | +38.4% | +8.9% | +29.5% | +33.4% |
| 6M | +15.2% | +5.7% | +9.5% | +10.6% |
| YTD | +17.8% | -1.4% | +19.2% | +18.2% |
| 1Y | +55.6% | +4.7% | +50.9% | +47.5% |
| All | +55.6% | +4.2% | +51.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling