-13.5%
VFC vs ALM
+312.4%
-325.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.0% |
| 7D | -2.3% | +3.6% | -6.0% | -2.5% |
| 30D | -13.4% | +33.8% | -47.2% | -14.8% |
| 3M | -23.7% | +14.8% | -38.5% | -25.0% |
| 6M | -24.5% | -7.0% | -17.5% | -25.5% |
| YTD | -27.8% | +108.1% | -135.9% | -25.4% |
| 1Y | -13.5% | +313.8% | -327.2% | -12.1% |
| All | -13.5% | +312.4% | -325.8% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling