+55.6%
VFC vs AME
+21.1%
+34.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.6% | +9.1% | +7.7% |
| 7D | +21.5% | -4.4% | +25.9% | +25.0% |
| 30D | +46.7% | -5.9% | +52.6% | +52.3% |
| 3M | +38.4% | -6.5% | +44.9% | +44.4% |
| 6M | +15.2% | +3.2% | +12.0% | +9.9% |
| YTD | +17.8% | +16.0% | +1.8% | -4.5% |
| 1Y | +55.6% | +20.4% | +35.1% | +17.9% |
| All | +55.6% | +21.1% | +34.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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