-34.5%
ADSK vs VFC
-10.6%
-23.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | 0.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.4% |
| 30D | -14.9% | -9.0% | -5.9% | -14.1% |
| 3M | +3.3% | -24.2% | +27.5% | +5.5% |
| 6M | -15.7% | -18.5% | +2.8% | -14.2% |
| YTD | -28.2% | -25.9% | -2.4% | -26.2% |
| 1Y | -34.5% | -13.0% | -21.6% | -35.2% |
| All | -34.5% | -10.6% | -23.9% | -35.2% |
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 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