-10.2%
ADSK vs VFC
+52.5%
-62.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.4% | +2.6% | +6.6% |
| 7D | +11.4% | +21.5% | -10.0% | +9.3% |
| 30D | +21.9% | +46.7% | -24.8% | +17.7% |
| 3M | +13.9% | +38.4% | -24.5% | +10.5% |
| 6M | +9.1% | +15.2% | -6.1% | +7.4% |
| YTD | -8.8% | +17.8% | -26.6% | -9.9% |
| 1Y | -10.2% | +55.6% | -65.8% | -14.7% |
| All | -10.2% | +52.5% | -62.7% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling