+207.2%
C vs VFC
-50.3%
+257.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | +0.9% |
| 7D | +4.7% | -1.4% | +6.2% | +5.2% |
| 30D | +0.2% | +24.6% | -24.5% | -7.3% |
| 3M | -9.3% | +38.4% | -47.8% | -19.4% |
| 6M | -0.8% | +15.3% | -16.1% | -7.4% |
| YTD | +8.5% | +12.7% | -4.2% | +1.3% |
| 1Y | +23.1% | +32.7% | -9.6% | +7.9% |
| 3Y | +220.8% | +43.7% | +177.1% | +126.6% |
| 5Y | +112.4% | -69.2% | +181.6% | +227.9% |
| All | +207.2% | -50.3% | +257.4% | +295.2% |
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