-67.9%
VFC vs ALM
+396.4%
-464.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | +11.2% | -6.7% | +17.9% | +11.6% |
| 30D | +41.5% | -32.9% | +74.4% | +44.2% |
| 3M | +38.9% | -39.5% | +78.4% | +41.8% |
| 6M | +6.1% | -62.0% | +68.1% | +10.2% |
| YTD | +14.5% | -7.8% | +22.4% | +13.9% |
| 1Y | +46.0% | +26.7% | +19.3% | +42.8% |
| 3Y | +36.4% | +825.4% | -789.0% | +16.2% |
| All | -67.9% | +396.4% | -464.3% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling