+200.5%
B vs VFC
-44.8%
+245.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +4.0% |
| 7D | +11.3% | +7.7% | +3.6% | +10.7% |
| 30D | +2.9% | +39.2% | -36.3% | +0.2% |
| 3M | -2.9% | +40.3% | -43.1% | -5.6% |
| 6M | -1.2% | +11.4% | -12.6% | -2.5% |
| YTD | -1.3% | +17.5% | -18.9% | -3.1% |
| 1Y | +30.4% | +45.9% | -15.5% | +26.1% |
| 3Y | +195.3% | +47.3% | +148.0% | +176.1% |
| 5Y | +146.2% | -67.2% | +213.4% | +147.2% |
| 10Y | +200.5% | -46.1% | +246.6% | +183.6% |
| All | +200.5% | -44.8% | +245.3% | +183.6% |
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