-80.3%
VFC vs ALC
+21.6%
-101.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.7% |
| 7D | +0.8% | -3.7% | +4.5% | +3.1% |
| 30D | -11.9% | -3.7% | -8.2% | -10.0% |
| 3M | -20.2% | +4.6% | -24.7% | -22.5% |
| 6M | -23.0% | -14.6% | -8.4% | -16.5% |
| YTD | -26.2% | -11.9% | -14.4% | -21.7% |
| 1Y | -13.3% | -13.1% | -0.2% | -7.1% |
| 3Y | -25.5% | -15.0% | -10.5% | -19.5% |
| 5Y | -78.1% | -16.2% | -61.9% | -76.8% |
| All | -80.3% | +21.6% | -101.9% | -85.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling