+95.1%
F vs VFC
-68.0%
+163.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.6% |
| 7D | +5.3% | -1.6% | +6.9% | +5.9% |
| 30D | +4.6% | -11.6% | +16.2% | +9.2% |
| 3M | -3.7% | -18.1% | +14.4% | +1.9% |
| 6M | +16.8% | -27.4% | +44.2% | +28.3% |
| YTD | +15.3% | -24.8% | +40.1% | +24.6% |
| 1Y | +31.0% | -8.2% | +39.2% | +30.1% |
| 3Y | +45.4% | -29.1% | +74.5% | +32.6% |
| 5Y | +54.7% | -79.2% | +133.8% | +175.3% |
| All | +95.1% | -68.0% | +163.1% | +177.3% |
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 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