+45.0%
VFC vs AS
+6.1%
+38.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.3% |
| 7D | +3.5% | +4.5% | -1.0% | +1.1% |
| 30D | +38.3% | +13.2% | +25.0% | +29.4% |
| 3M | +40.2% | -11.9% | +52.1% | +49.1% |
| 6M | +10.6% | -11.6% | +22.2% | +16.9% |
| YTD | +16.7% | -14.7% | +31.4% | +25.1% |
| 1Y | +45.0% | +5.7% | +39.3% | +57.9% |
| All | +45.0% | +6.1% | +38.9% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling