+84.5%
AAPL vs VFC
-28.9%
+113.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.9% |
| 7D | -0.5% | -4.0% | +3.5% | 0.0% |
| 30D | +7.1% | -14.6% | +21.7% | +9.4% |
| 3M | +12.1% | -23.1% | +35.2% | +15.8% |
| 6M | +25.4% | -25.2% | +50.7% | +29.7% |
| YTD | +20.5% | -29.5% | +49.9% | +25.3% |
| 1Y | +44.5% | -14.4% | +58.9% | +45.3% |
| All | +84.5% | -28.9% | +113.4% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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