+109.0%
AAPL vs VFC
-78.3%
+187.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -2.7% | +0.8% | -3.6% | -2.9% |
| 30D | +1.0% | -11.9% | +13.0% | +3.3% |
| 3M | +5.0% | -20.2% | +25.1% | +8.6% |
| 6M | +23.0% | -23.0% | +46.0% | +27.7% |
| YTD | +16.6% | -26.2% | +42.9% | +21.6% |
| 1Y | +33.4% | -13.3% | +46.8% | +33.9% |
| 3Y | +79.9% | -25.5% | +105.3% | +72.7% |
| 5Y | +109.0% | -78.1% | +187.1% | +190.2% |
| All | +109.0% | -78.3% | +187.3% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling