+104.4%
BDX vs VFC
-48.6%
+153.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.6% |
| 7D | +2.9% | +1.6% | +1.3% | +2.7% |
| 30D | +15.4% | +25.5% | -10.1% | +11.9% |
| 3M | +20.5% | +41.3% | -20.8% | +15.0% |
| 6M | +53.2% | +22.2% | +31.0% | +48.2% |
| YTD | +45.7% | +16.4% | +29.3% | +41.4% |
| 1Y | +47.3% | +38.4% | +8.8% | +39.7% |
| 3Y | +25.1% | +56.2% | -31.2% | +9.6% |
| 5Y | +27.4% | -68.2% | +95.6% | +43.9% |
| All | +104.4% | -48.6% | +153.1% | +117.8% |
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 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