+67.8%
B vs VFC
-6.8%
+74.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.6% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | +9.4% | -11.6% | +21.1% | +11.5% |
| 3M | +5.0% | -18.1% | +23.1% | +7.6% |
| 6M | -3.5% | -27.4% | +23.8% | +0.2% |
| YTD | +4.5% | -24.8% | +29.3% | +8.8% |
| 1Y | +67.8% | -8.2% | +76.0% | +76.8% |
| All | +67.8% | -6.8% | +74.6% | +76.8% |
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