-3.3%
ADSK vs VFC
-28.4%
+25.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.6% |
| 7D | -10.9% | -3.3% | -7.6% | -10.5% |
| 30D | -15.9% | -14.0% | -1.9% | -14.2% |
| 3M | -4.4% | -22.6% | +18.2% | -1.6% |
| 6M | -16.6% | -24.7% | +8.1% | -14.1% |
| YTD | -28.5% | -29.0% | +0.5% | -25.9% |
| 1Y | -34.6% | -13.8% | -20.9% | -34.5% |
| All | -3.3% | -28.4% | +25.1% | -7.2% |
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 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