+2,271.9%
D vs VFC
+845.1%
+1,426.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.8% |
| 7D | +0.4% | -1.6% | +2.1% | +0.7% |
| 30D | -3.6% | -11.6% | +8.1% | -1.8% |
| 3M | -1.0% | -18.1% | +17.1% | +1.5% |
| 6M | +6.3% | -27.4% | +33.6% | +10.5% |
| YTD | +14.7% | -24.8% | +39.5% | +18.3% |
| 1Y | +16.9% | -8.2% | +25.1% | +15.8% |
| 3Y | +56.8% | -29.1% | +85.9% | +50.0% |
| 5Y | +5.2% | -79.2% | +84.4% | +23.2% |
| 10Y | +35.9% | -68.1% | +104.0% | +41.4% |
| All | +2,271.9% | +845.1% | +1,426.8% | +1,432.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling