+40.9%
BP vs VFC
-15.2%
+56.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +1.6% |
| 7D | +4.0% | -2.3% | +6.3% | +3.8% |
| 30D | +7.8% | -13.4% | +21.2% | +6.5% |
| 3M | +8.4% | -23.7% | +32.1% | +6.3% |
| 6M | +15.1% | -24.5% | +39.5% | +12.4% |
| YTD | +36.4% | -27.8% | +64.3% | +33.8% |
| 1Y | +40.9% | -13.5% | +54.4% | +35.3% |
| All | +40.9% | -15.2% | +56.1% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling