+22.6%
D vs VFC
+52.5%
-29.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +4.3% |
| 7D | +8.5% | +21.5% | -13.0% | +8.0% |
| 30D | +14.3% | +46.7% | -32.4% | +13.5% |
| 3M | +1.8% | +38.4% | -36.6% | +1.1% |
| 6M | +13.0% | +15.2% | -2.2% | +12.3% |
| YTD | +22.7% | +17.8% | +4.9% | +22.4% |
| 1Y | +22.6% | +55.6% | -33.0% | +22.6% |
| All | +22.6% | +52.5% | -29.9% | +22.6% |
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