+7,916.8%
BNY vs VFC
+807.2%
+7,109.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | +0.3% | -2.3% | +2.6% | +1.2% |
| 30D | +1.9% | -13.4% | +15.3% | +7.5% |
| 3M | +13.9% | -23.7% | +37.6% | +24.2% |
| 6M | +42.3% | -24.5% | +66.8% | +54.1% |
| YTD | +41.8% | -27.8% | +69.7% | +55.5% |
| 1Y | +57.9% | -13.5% | +71.4% | +57.8% |
| 3Y | +290.7% | -27.1% | +317.8% | +236.1% |
| 5Y | +252.3% | -79.0% | +331.3% | +418.3% |
| 10Y | +412.8% | -68.7% | +481.5% | +468.1% |
| All | +7,916.8% | +807.2% | +7,109.6% | +1,849.5% |
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