+508.4%
F vs VFC
+1,340.0%
-831.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.6% | +11.2% | -9.7% | -2.5% |
| 30D | +2.6% | +41.5% | -38.9% | -10.3% |
| 3M | -8.8% | +38.9% | -47.7% | -19.8% |
| 6M | +4.6% | +6.1% | -1.5% | +0.3% |
| YTD | -1.9% | +14.5% | -16.4% | -9.4% |
| 1Y | -0.8% | +46.0% | -46.7% | -17.0% |
| 3Y | +43.5% | +36.4% | +7.1% | +2.1% |
| 5Y | -12.1% | -67.5% | +55.5% | +12.6% |
| 10Y | +83.6% | -45.8% | +129.5% | +82.7% |
| All | +508.4% | +1,340.0% | -831.6% | +138.5% |
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 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