-46.1%
VFC vs ALM
+2,221.4%
-2,267.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +2.4% |
| 7D | +7.7% | +0.7% | +6.9% | +7.6% |
| 30D | +39.2% | -26.1% | +65.3% | +40.4% |
| 3M | +40.3% | -38.1% | +78.4% | +42.0% |
| 6M | +11.4% | -55.4% | +66.8% | +13.4% |
| YTD | +17.5% | -0.4% | +17.9% | +16.9% |
| 1Y | +45.9% | +25.4% | +20.5% | +44.1% |
| 3Y | +47.3% | +907.8% | -860.4% | +36.0% |
| 5Y | -67.2% | +440.2% | -507.4% | -69.6% |
| 10Y | -46.1% | +2,031.1% | -2,077.2% | -50.6% |
| All | -46.1% | +2,221.4% | -2,267.5% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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