+55.3%
B vs VFC
-11.5%
+66.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +1.4% | -11.9% | +13.3% | +3.3% |
| 3M | +12.2% | -20.2% | +32.3% | +15.4% |
| 6M | -2.1% | -23.0% | +20.9% | +0.8% |
| YTD | +2.9% | -26.2% | +29.2% | +7.5% |
| 1Y | +55.3% | -13.3% | +68.6% | +62.9% |
| All | +55.3% | -11.5% | +66.8% | +62.9% |
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