+186.7%
B vs VFC
-46.8%
+233.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +9.6% | +11.2% | -1.6% | +8.7% |
| 30D | +3.5% | +41.5% | -38.0% | +0.6% |
| 3M | -1.6% | +38.9% | -40.5% | -4.3% |
| 6M | -1.7% | +6.1% | -7.8% | -2.6% |
| YTD | -5.3% | +14.5% | -19.9% | -6.8% |
| 1Y | +27.2% | +46.0% | -18.7% | +23.1% |
| 3Y | +166.1% | +36.4% | +129.7% | +150.3% |
| 5Y | +136.5% | -67.5% | +204.0% | +137.8% |
| All | +186.7% | -46.8% | +233.5% | +171.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling