+73.3%
D vs VFC
+39.5%
+33.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +3.0% | +11.2% | -8.2% | +2.3% |
| 30D | +11.5% | +41.5% | -30.0% | +9.3% |
| 3M | +3.7% | +38.9% | -35.2% | +1.8% |
| 6M | +13.5% | +6.1% | +7.4% | +12.8% |
| YTD | +20.7% | +14.5% | +6.2% | +19.2% |
| 1Y | +18.2% | +46.0% | -27.7% | +14.7% |
| 3Y | +73.3% | +36.4% | +36.9% | +57.5% |
| All | +73.3% | +39.5% | +33.8% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling