+11,743.1%
COST vs VFC
+845.1%
+10,898.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.6% |
| 7D | -3.1% | -1.6% | -1.5% | -2.8% |
| 30D | -2.8% | -11.6% | +8.8% | 0.0% |
| 3M | -5.7% | -18.1% | +12.4% | -2.1% |
| 6M | -8.8% | -27.4% | +18.6% | -3.3% |
| YTD | +6.7% | -24.8% | +31.5% | +11.6% |
| 1Y | -3.6% | -8.2% | +4.6% | -5.2% |
| 3Y | +75.1% | -29.1% | +104.2% | +60.9% |
| 5Y | +108.9% | -79.2% | +188.1% | +170.0% |
| 10Y | +586.2% | -68.1% | +654.3% | +599.6% |
| All | +11,743.1% | +845.1% | +10,898.0% | +4,037.4% |
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