+223.5%
C vs VFC
-46.8%
+270.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.4% | +11.2% | -13.6% | -5.9% |
| 30D | -6.0% | +41.5% | -47.5% | -16.8% |
| 3M | -10.5% | +38.9% | -49.5% | -20.6% |
| 6M | -5.7% | +6.1% | -11.9% | -9.4% |
| YTD | +4.1% | +14.5% | -10.4% | -3.3% |
| 1Y | +20.5% | +46.0% | -25.5% | +2.1% |
| 3Y | +208.1% | +36.4% | +171.7% | +123.7% |
| 5Y | +110.4% | -67.5% | +178.0% | +216.1% |
| All | +223.5% | -46.8% | +270.3% | +306.9% |
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