-56.9%
VFC vs ALM
+7,705.7%
-7,762.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.4% |
| 7D | -1.6% | -2.6% | +1.0% | -1.6% |
| 30D | -11.6% | +32.0% | -43.6% | -11.7% |
| 3M | -18.1% | -15.0% | -3.1% | -18.1% |
| 6M | -27.4% | -10.1% | -17.2% | -27.4% |
| YTD | -24.8% | +99.4% | -124.3% | -25.1% |
| 1Y | -8.2% | +316.4% | -324.6% | -8.8% |
| 3Y | -29.1% | +2,022.0% | -2,051.1% | -30.0% |
| 5Y | -79.2% | +941.2% | -1,020.3% | -79.4% |
| 10Y | -68.1% | +2,950.3% | -3,018.5% | -68.6% |
| All | -56.9% | +7,705.7% | -7,762.7% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling