+81.0%
F vs VFC
-44.8%
+125.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.3% |
| 7D | -0.6% | +7.7% | -8.3% | -3.2% |
| 30D | +2.9% | +39.2% | -36.3% | -8.5% |
| 3M | -9.5% | +40.3% | -49.7% | -19.9% |
| 6M | +4.0% | +11.4% | -7.4% | -1.6% |
| YTD | -1.3% | +17.5% | -18.8% | -9.0% |
| 1Y | -1.9% | +45.9% | -47.8% | -16.8% |
| 3Y | +53.5% | +47.3% | +6.2% | +5.8% |
| 5Y | -15.1% | -67.2% | +52.1% | +28.9% |
| 10Y | +81.0% | -46.1% | +127.1% | +113.6% |
| All | +81.0% | -44.8% | +125.8% | +113.6% |
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 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