-1.6%
F vs VFC
+42.4%
-43.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | -0.6% | +7.7% | -8.3% | -2.8% |
| 30D | +2.9% | +39.2% | -36.3% | -6.4% |
| 3M | -9.5% | +40.3% | -49.7% | -18.0% |
| 6M | +4.0% | +11.4% | -7.4% | -0.8% |
| YTD | -1.3% | +17.5% | -18.8% | -8.9% |
| All | -1.6% | +42.4% | -43.9% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling