+43.8%
D vs VFC
-44.8%
+88.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | +0.8% | +7.7% | -6.9% | -0.3% |
| 30D | +10.7% | +39.2% | -28.5% | +5.7% |
| 3M | +2.3% | +40.3% | -38.0% | -2.6% |
| 6M | +12.5% | +11.4% | +1.1% | +10.0% |
| YTD | +20.1% | +17.5% | +2.6% | +15.9% |
| 1Y | +15.6% | +45.9% | -30.3% | +7.6% |
| 3Y | +75.2% | +47.3% | +27.8% | +48.9% |
| 5Y | +14.6% | -67.2% | +81.8% | +33.9% |
| 10Y | +43.8% | -46.1% | +89.8% | +41.4% |
| All | +43.8% | -44.8% | +88.5% | +41.4% |
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 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