-68.7%
VFC vs AME
+425.2%
-494.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -2.3% | +1.3% | -3.7% | -3.3% |
| 30D | -13.4% | -6.6% | -6.8% | -8.7% |
| 3M | -23.7% | +3.0% | -26.7% | -25.6% |
| 6M | -24.5% | +5.3% | -29.8% | -27.8% |
| YTD | -27.8% | +15.4% | -43.3% | -35.9% |
| 1Y | -13.5% | +26.8% | -40.3% | -28.9% |
| 3Y | -27.1% | +56.5% | -83.6% | -49.3% |
| 5Y | -79.0% | +85.2% | -164.3% | -87.3% |
| 10Y | -68.7% | +428.5% | -497.3% | -89.3% |
| All | -68.7% | +425.2% | -494.0% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling