+56.2%
VFC vs ALC
+4.4%
+51.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | +0.1% | +1.3% |
| 7D | +1.6% | -1.1% | +2.7% | +2.3% |
| 30D | +25.5% | +16.0% | +9.4% | +14.8% |
| 3M | +41.3% | +0.8% | +40.5% | +40.4% |
| 6M | +22.2% | +16.8% | +5.4% | +10.3% |
| YTD | +16.4% | -5.5% | +21.9% | +18.7% |
| 1Y | +38.4% | -5.3% | +43.7% | +41.1% |
| 3Y | +56.2% | +4.1% | +52.1% | +66.9% |
| All | +56.2% | +4.4% | +51.8% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling