+220.1%
C vs VFC
-44.8%
+264.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +1.6% |
| 7D | -0.9% | +7.7% | -8.6% | -3.4% |
| 30D | -5.4% | +39.2% | -44.6% | -15.8% |
| 3M | -9.2% | +40.3% | -49.4% | -19.6% |
| 6M | -1.8% | +11.4% | -13.2% | -7.2% |
| YTD | +6.7% | +17.5% | -10.8% | -1.8% |
| 1Y | +23.5% | +45.9% | -22.4% | +4.7% |
| 3Y | +219.8% | +47.3% | +172.5% | +124.5% |
| 5Y | +112.4% | -67.2% | +179.6% | +219.3% |
| 10Y | +220.1% | -46.1% | +266.2% | +300.8% |
| All | +220.1% | -44.8% | +264.9% | +300.8% |
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