+363.8%
ALL vs VFC
-44.8%
+408.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -3.9% | +7.7% | -11.5% | -5.0% |
| 30D | +10.6% | +39.2% | -28.6% | +4.9% |
| 3M | -4.6% | +40.3% | -44.8% | -9.7% |
| 6M | +20.2% | +11.4% | +8.8% | +17.1% |
| YTD | +23.7% | +17.5% | +6.2% | +18.5% |
| 1Y | +27.9% | +45.9% | -18.0% | +17.7% |
| 3Y | +109.2% | +47.3% | +61.8% | +71.2% |
| 5Y | +148.0% | -67.2% | +215.2% | +217.4% |
| 10Y | +363.8% | -46.1% | +409.9% | +419.6% |
| All | +363.8% | -44.8% | +408.6% | +419.6% |
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