+29.0%
ALL vs VFC
-11.5%
+40.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.3% |
| 7D | -1.7% | +0.8% | -2.6% | -1.7% |
| 30D | -4.7% | -11.9% | +7.3% | -4.4% |
| 3M | +18.4% | -20.2% | +38.5% | +18.8% |
| 6M | +20.5% | -23.0% | +43.5% | +20.8% |
| YTD | +23.5% | -26.2% | +49.8% | +23.1% |
| 1Y | +29.0% | -13.3% | +42.3% | +26.4% |
| All | +29.0% | -11.5% | +40.4% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling