+48.4%
D vs VFC
-47.4%
+95.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | +9.0% | +30.7% | -21.7% | +5.0% |
| 3M | +1.0% | +40.6% | -39.7% | -3.9% |
| 6M | +11.0% | +16.5% | -5.5% | +7.9% |
| YTD | +19.8% | +16.2% | +3.6% | +15.7% |
| 1Y | +16.0% | +42.4% | -26.5% | +8.3% |
| 3Y | +74.4% | +48.1% | +26.3% | +47.9% |
| 5Y | +13.5% | -67.8% | +81.4% | +33.2% |
| 10Y | +48.4% | -48.5% | +96.8% | +45.9% |
| All | +48.4% | -47.4% | +95.8% | +45.9% |
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