-68.6%
VFC vs ALC
+32.2%
-100.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +7.7% | +2.1% | +5.6% | +6.3% |
| 30D | +39.2% | +17.2% | +22.0% | +26.5% |
| 3M | +40.3% | +4.6% | +35.6% | +36.1% |
| 6M | +11.4% | +20.1% | -8.7% | -1.1% |
| YTD | +17.5% | -4.2% | +21.7% | +18.3% |
| 1Y | +45.9% | +2.1% | +43.8% | +41.3% |
| 3Y | +47.3% | +4.5% | +42.9% | +40.8% |
| 5Y | -67.2% | -12.3% | -54.9% | -66.1% |
| All | -68.6% | +32.2% | -100.8% | -77.8% |
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