+36.4%
VFC vs AME
+62.2%
-25.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.9% |
| 7D | +11.2% | -5.2% | +16.4% | +15.4% |
| 30D | +41.5% | -8.0% | +49.5% | +50.0% |
| 3M | +38.9% | -8.9% | +47.8% | +48.2% |
| 6M | +6.1% | -5.0% | +11.1% | +9.0% |
| YTD | +14.5% | +11.9% | +2.7% | +1.5% |
| 1Y | +46.0% | +16.6% | +29.3% | +24.8% |
| 3Y | +36.4% | +62.5% | -26.1% | -3.3% |
| All | +36.4% | +62.2% | -25.8% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling