+803.7%
B vs VFC
+845.1%
-41.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.4% |
| 7D | -1.6% | -1.6% | 0.0% | -1.5% |
| 30D | +9.4% | -11.6% | +21.1% | +10.4% |
| 3M | +5.0% | -18.1% | +23.1% | +6.4% |
| 6M | -3.5% | -27.4% | +23.8% | -1.5% |
| YTD | +4.5% | -24.8% | +29.3% | +6.3% |
| 1Y | +67.8% | -8.2% | +76.0% | +67.9% |
| 3Y | +196.7% | -29.1% | +225.8% | +193.2% |
| 5Y | +151.9% | -79.2% | +231.1% | +167.8% |
| 10Y | +202.2% | -68.1% | +270.3% | +204.9% |
| All | +803.7% | +845.1% | -41.4% | +797.8% |
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 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