+41.6%
D vs VFC
-46.8%
+88.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +3.0% | +11.2% | -8.2% | +1.5% |
| 30D | +11.5% | +41.5% | -30.0% | +6.2% |
| 3M | +3.7% | +38.9% | -35.2% | -1.0% |
| 6M | +13.5% | +6.1% | +7.4% | +11.8% |
| YTD | +20.7% | +14.5% | +6.2% | +16.9% |
| 1Y | +18.2% | +46.0% | -27.7% | +10.1% |
| 3Y | +73.3% | +36.4% | +36.9% | +49.6% |
| 5Y | +12.3% | -67.5% | +79.8% | +31.0% |
| All | +41.6% | -46.8% | +88.4% | +40.4% |
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