-8.2%
VFC vs AME
+29.8%
-38.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.2% |
| 7D | -1.6% | +0.6% | -2.2% | -2.0% |
| 30D | -11.6% | -6.7% | -4.9% | -7.0% |
| 3M | -18.1% | +4.1% | -22.2% | -20.9% |
| 6M | -27.4% | +1.6% | -28.9% | -29.1% |
| YTD | -24.8% | +16.1% | -41.0% | -33.3% |
| 1Y | -8.2% | +27.3% | -35.5% | -22.2% |
| All | -8.2% | +29.8% | -38.0% | -22.2% |
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