+145.0%
ALL vs VFC
-67.4%
+212.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -1.9% | +11.2% | -13.1% | -2.7% |
| 30D | +13.8% | +41.5% | -27.7% | +10.9% |
| 3M | -7.0% | +38.9% | -45.9% | -9.3% |
| 6M | +18.0% | +6.1% | +11.9% | +17.1% |
| YTD | +24.2% | +14.5% | +9.7% | +22.0% |
| 1Y | +31.2% | +46.0% | -14.8% | +26.1% |
| 3Y | +107.5% | +36.4% | +71.2% | +89.6% |
| All | +145.0% | -67.4% | +212.5% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling