+615.0%
F vs VFC
+845.1%
-230.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.6% |
| 7D | +5.3% | -1.6% | +6.9% | +6.0% |
| 30D | +4.6% | -11.6% | +16.2% | +9.6% |
| 3M | -3.7% | -18.1% | +14.4% | +2.4% |
| 6M | +16.8% | -27.4% | +44.2% | +29.3% |
| YTD | +15.3% | -24.8% | +40.1% | +25.4% |
| 1Y | +31.0% | -8.2% | +39.2% | +30.1% |
| 3Y | +45.4% | -29.1% | +74.5% | +31.7% |
| 5Y | +54.7% | -79.2% | +133.8% | +135.3% |
| 10Y | +98.2% | -68.1% | +166.3% | +142.5% |
| All | +615.0% | +845.1% | -230.1% | +230.1% |
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