+369.0%
ALL vs VFC
-47.4%
+416.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.6% | -1.4% | -1.2% | -2.4% |
| 30D | +12.7% | +30.7% | -18.0% | +8.0% |
| 3M | +0.4% | +40.6% | -40.2% | -5.1% |
| 6M | +23.8% | +16.5% | +7.3% | +19.7% |
| YTD | +27.8% | +16.2% | +11.6% | +22.7% |
| 1Y | +28.9% | +42.4% | -13.6% | +19.0% |
| 3Y | +113.9% | +48.1% | +65.8% | +74.6% |
| 5Y | +157.4% | -67.8% | +225.2% | +230.8% |
| 10Y | +369.0% | -48.5% | +417.4% | +430.8% |
| All | +369.0% | -47.4% | +416.4% | +430.8% |
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