+3,646.0%
ALL vs VFC
+730.3%
+2,915.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -1.9% | +11.2% | -13.1% | -4.7% |
| 30D | +13.8% | +41.5% | -27.7% | +3.5% |
| 3M | -7.0% | +38.9% | -45.9% | -15.2% |
| 6M | +18.0% | +6.1% | +11.9% | +14.1% |
| YTD | +24.2% | +14.5% | +9.7% | +16.2% |
| 1Y | +31.2% | +46.0% | -14.8% | +14.0% |
| 3Y | +107.5% | +36.4% | +71.2% | +56.1% |
| 5Y | +144.8% | -67.5% | +212.3% | +190.6% |
| 10Y | +375.8% | -45.8% | +421.6% | +330.2% |
| All | +3,646.0% | +730.3% | +2,915.6% | +1,317.5% |
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