+62.1%
D vs VFC
-28.0%
+90.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.6% |
| 7D | +1.5% | -1.6% | +3.1% | +1.6% |
| 30D | -2.6% | -11.6% | +9.0% | -1.8% |
| 3M | 0.0% | -18.1% | +18.1% | +1.0% |
| 6M | +7.4% | -27.4% | +34.7% | +9.0% |
| YTD | +15.9% | -24.8% | +40.7% | +17.3% |
| 1Y | +18.1% | -8.2% | +26.3% | +17.5% |
| All | +62.1% | -28.0% | +90.1% | +55.6% |
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