-34.4%
VFC vs ALM
+3,507.4%
-3,541.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | +11.2% | -6.7% | +17.9% | +11.2% |
| 30D | +41.5% | -32.9% | +74.4% | +41.7% |
| 3M | +38.9% | -39.5% | +78.4% | +39.2% |
| 6M | +6.1% | -62.0% | +68.1% | +6.4% |
| YTD | +14.5% | -7.8% | +22.4% | +14.5% |
| 1Y | +46.0% | +26.7% | +19.3% | +45.7% |
| 3Y | +36.4% | +825.4% | -789.0% | +35.1% |
| 5Y | -67.5% | +401.2% | -468.8% | -67.8% |
| 10Y | -45.8% | +2,074.0% | -2,119.9% | -46.6% |
| All | -34.4% | +3,507.4% | -3,541.8% | -36.1% |
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 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