-48.6%
VFC vs AME
+444.5%
-493.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +2.9% |
| 7D | +1.6% | +5.9% | -4.3% | -2.9% |
| 30D | +25.5% | -1.9% | +27.4% | +26.4% |
| 3M | +41.3% | -5.4% | +46.7% | +46.3% |
| 6M | +22.2% | +4.9% | +17.3% | +16.2% |
| YTD | +16.4% | +18.5% | -2.1% | +0.3% |
| 1Y | +38.4% | +25.5% | +13.0% | +14.1% |
| 3Y | +56.2% | +63.0% | -6.8% | +4.4% |
| 5Y | -68.2% | +78.3% | -146.5% | -80.3% |
| All | -48.6% | +444.5% | -493.1% | -83.3% |
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