+1,255.6%
VFC vs AME
+18,019.4%
-16,763.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.9% |
| 7D | +11.2% | -5.2% | +16.4% | +13.4% |
| 30D | +41.5% | -8.0% | +49.5% | +45.8% |
| 3M | +38.9% | -8.9% | +47.8% | +43.7% |
| 6M | +6.1% | -5.0% | +11.1% | +8.0% |
| YTD | +14.5% | +11.9% | +2.7% | +9.4% |
| 1Y | +46.0% | +16.6% | +29.3% | +37.3% |
| 3Y | +36.4% | +62.5% | -26.1% | +13.9% |
| 5Y | -67.5% | +67.6% | -135.1% | -73.1% |
| 10Y | -45.8% | +450.4% | -496.2% | -69.2% |
| All | +1,255.6% | +18,019.4% | -16,763.8% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling