+16.0%
D vs VFC
+43.0%
-27.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | +9.0% | +30.7% | -21.7% | +8.4% |
| 3M | +1.0% | +40.6% | -39.7% | +0.4% |
| 6M | +11.0% | +16.5% | -5.5% | +10.4% |
| YTD | +19.8% | +16.2% | +3.6% | +19.7% |
| 1Y | +16.0% | +42.4% | -26.5% | +16.3% |
| All | +16.0% | +43.0% | -27.1% | +16.3% |
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