-25.5%
VFC vs AME
+55.3%
-80.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.8% | +2.8% | -1.9% | -1.4% |
| 30D | -11.9% | -6.3% | -5.7% | -7.3% |
| 3M | -20.2% | +5.4% | -25.5% | -23.8% |
| 6M | -23.0% | +7.4% | -30.4% | -27.9% |
| YTD | -26.2% | +16.2% | -42.4% | -35.4% |
| 1Y | -13.3% | +26.8% | -40.1% | -29.6% |
| 3Y | -25.5% | +57.5% | -83.0% | -45.7% |
| All | -25.5% | +55.3% | -80.7% | -45.7% |
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