+215.4%
ADSK vs VFC
-69.1%
+284.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -0.8% |
| 7D | -2.5% | -1.4% | -1.1% | -2.2% |
| 30D | -14.9% | -9.0% | -5.9% | -12.8% |
| 3M | +3.3% | -24.2% | +27.5% | +10.3% |
| 6M | -15.7% | -18.5% | +2.8% | -12.5% |
| YTD | -28.2% | -25.9% | -2.4% | -24.0% |
| 1Y | -34.5% | -13.0% | -21.6% | -34.7% |
| 3Y | -2.9% | -20.3% | +17.4% | -14.4% |
| 5Y | -25.3% | -78.1% | +52.8% | +13.6% |
| All | +215.4% | -69.1% | +284.4% | +313.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling