+3,631.0%
ALL vs VFC
+752.0%
+2,879.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | -3.9% | +7.7% | -11.5% | -5.8% |
| 30D | +10.6% | +39.2% | -28.6% | +1.1% |
| 3M | -4.6% | +40.3% | -44.8% | -13.1% |
| 6M | +20.2% | +11.4% | +8.8% | +14.7% |
| YTD | +23.7% | +17.5% | +6.2% | +14.9% |
| 1Y | +27.9% | +45.9% | -18.0% | +11.2% |
| 3Y | +109.2% | +47.3% | +61.8% | +53.5% |
| 5Y | +148.0% | -67.2% | +215.2% | +194.1% |
| 10Y | +363.8% | -46.1% | +409.9% | +321.4% |
| All | +3,631.0% | +752.0% | +2,879.0% | +1,302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling