-48.6%
VFC vs ALM
+2,100.8%
-2,149.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.7% | -4.5% | +3.0% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +25.5% | -19.3% | +44.8% | +26.2% |
| 3M | +41.3% | -40.6% | +81.9% | +43.2% |
| 6M | +22.2% | -57.9% | +80.1% | +24.7% |
| YTD | +16.4% | -6.7% | +23.1% | +16.0% |
| 1Y | +38.4% | +20.2% | +18.2% | +36.9% |
| 3Y | +56.2% | +879.4% | -823.2% | +44.2% |
| 5Y | -68.2% | +415.3% | -483.4% | -70.5% |
| All | -48.6% | +2,100.8% | -2,149.4% | -53.3% |
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