+6,320.2%
BDX vs VFC
+1,363.4%
+4,956.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.5% |
| 7D | +2.9% | +1.6% | +1.3% | +2.6% |
| 30D | +15.4% | +25.5% | -10.1% | +11.2% |
| 3M | +20.5% | +41.3% | -20.8% | +13.7% |
| 6M | +53.2% | +22.2% | +31.0% | +47.1% |
| YTD | +45.7% | +16.4% | +29.3% | +40.4% |
| 1Y | +47.3% | +38.4% | +8.8% | +37.8% |
| 3Y | +25.1% | +56.2% | -31.2% | +6.5% |
| 5Y | +27.4% | -68.2% | +95.6% | +40.8% |
| 10Y | +95.4% | -48.4% | +143.7% | +87.7% |
| All | +6,320.2% | +1,363.4% | +4,956.9% | +3,355.9% |
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 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