+35.3%
D vs VFC
-69.1%
+104.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.8% |
| 7D | +0.8% | +0.8% | -0.1% | +0.6% |
| 30D | -0.7% | -11.9% | +11.2% | +1.0% |
| 3M | +2.1% | -20.2% | +22.2% | +4.7% |
| 6M | +6.8% | -23.0% | +29.8% | +9.7% |
| YTD | +16.5% | -26.2% | +42.8% | +20.1% |
| 1Y | +19.2% | -13.3% | +32.5% | +19.0% |
| 3Y | +61.9% | -25.5% | +87.3% | +52.6% |
| 5Y | +6.5% | -78.1% | +84.7% | +30.4% |
| 10Y | +35.3% | -68.8% | +104.1% | +44.2% |
| All | +35.3% | -69.1% | +104.4% | +44.2% |
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