+36.4%
VFC vs ALM
+825.4%
-789.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | +11.2% | -6.7% | +17.9% | +11.5% |
| 30D | +41.5% | -32.9% | +74.4% | +43.9% |
| 3M | +38.9% | -39.5% | +78.4% | +41.4% |
| 6M | +6.1% | -62.0% | +68.1% | +9.6% |
| YTD | +14.5% | -7.8% | +22.4% | +14.8% |
| 1Y | +46.0% | +26.7% | +19.3% | +44.7% |
| 3Y | +36.4% | +825.4% | -789.0% | +28.0% |
| All | +36.4% | +825.4% | -789.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling