+5,308.1%
BDX vs VFC
+845.1%
+4,463.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.9% |
| 7D | -2.5% | -1.6% | -0.9% | -2.3% |
| 30D | +8.3% | -11.6% | +19.9% | +10.4% |
| 3M | +24.4% | -18.1% | +42.5% | +27.8% |
| 6M | +9.2% | -27.4% | +36.5% | +14.1% |
| YTD | +22.7% | -24.8% | +47.5% | +27.2% |
| 1Y | +25.9% | -8.2% | +34.1% | +25.6% |
| 3Y | -10.5% | -29.1% | +18.6% | -13.4% |
| 5Y | +1.9% | -79.2% | +81.1% | +20.6% |
| 10Y | +58.7% | -68.1% | +126.8% | +65.3% |
| All | +5,308.1% | +845.1% | +4,463.0% | +3,030.3% |
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