+4,619.0%
ADSK vs VFC
+827.5%
+3,791.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.8% | -2.0% |
| 7D | -14.3% | +0.8% | -15.2% | -14.6% |
| 30D | -14.8% | -11.9% | -2.9% | -11.1% |
| 3M | -5.7% | -20.2% | +14.5% | +0.2% |
| 6M | -18.7% | -23.0% | +4.3% | -13.2% |
| YTD | -28.3% | -26.2% | -2.1% | -22.9% |
| 1Y | -35.1% | -13.3% | -21.7% | -35.2% |
| 3Y | -3.2% | -25.5% | +22.3% | -14.4% |
| 5Y | -26.7% | -78.1% | +51.4% | +4.1% |
| 10Y | +208.4% | -68.8% | +277.2% | +255.0% |
| All | +4,619.0% | +827.5% | +3,791.5% | +1,461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling