+356.1%
ALL vs VFC
-69.1%
+425.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.1% |
| 7D | -1.7% | +0.8% | -2.6% | -1.8% |
| 30D | -4.7% | -11.9% | +7.3% | -2.7% |
| 3M | +18.4% | -20.2% | +38.5% | +21.8% |
| 6M | +20.5% | -23.0% | +43.5% | +24.2% |
| YTD | +23.5% | -26.2% | +49.8% | +27.7% |
| 1Y | +29.0% | -13.3% | +42.3% | +28.6% |
| 3Y | +153.7% | -25.5% | +179.2% | +135.2% |
| 5Y | +114.8% | -78.1% | +192.9% | +188.7% |
| 10Y | +356.1% | -68.8% | +424.9% | +455.0% |
| All | +356.1% | -69.1% | +425.2% | +455.0% |
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