-47.5%
VFC vs AME
+438.4%
-485.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.5% | -4.1% | +7.6% | +6.5% |
| 30D | +38.3% | -4.1% | +42.4% | +41.8% |
| 3M | +40.2% | -5.6% | +45.8% | +45.3% |
| 6M | +10.6% | +2.8% | +7.8% | +6.9% |
| YTD | +16.7% | +16.6% | +0.1% | +1.9% |
| 1Y | +45.0% | +21.1% | +23.9% | +22.9% |
| 3Y | +48.8% | +61.1% | -12.3% | +0.4% |
| 5Y | -67.6% | +76.6% | -144.1% | -79.8% |
| 10Y | -47.5% | +431.3% | -478.9% | -82.5% |
| All | -47.5% | +438.4% | -485.9% | -82.5% |
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