+55.4%
BDX vs VFC
-70.4%
+125.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -5.4% | -3.3% | -2.1% | -5.0% |
| 30D | -2.2% | -14.0% | +11.8% | -0.2% |
| 3M | +20.1% | -22.6% | +42.6% | +23.6% |
| 6M | +9.1% | -24.7% | +33.8% | +12.5% |
| YTD | +17.9% | -29.0% | +46.8% | +22.3% |
| 1Y | +22.1% | -13.8% | +35.9% | +23.1% |
| 3Y | -10.5% | -28.2% | +17.7% | -12.9% |
| 5Y | -2.6% | -79.0% | +76.4% | +15.4% |
| All | +55.4% | -70.4% | +125.8% | +80.9% |
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 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