-69.9%
VFC vs ALC
+26.4%
-96.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.4% |
| 7D | -1.4% | -6.2% | +4.7% | +2.4% |
| 30D | +24.6% | +14.0% | +10.6% | +15.2% |
| 3M | +38.4% | -2.4% | +40.8% | +40.2% |
| 6M | +15.3% | +12.6% | +2.7% | +6.5% |
| YTD | +12.7% | -8.4% | +21.2% | +16.6% |
| 1Y | +32.7% | -9.1% | +41.8% | +38.1% |
| 3Y | +43.7% | -0.3% | +44.0% | +41.2% |
| 5Y | -69.2% | -9.9% | -59.2% | -68.6% |
| All | -69.9% | +26.4% | -96.2% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling