-2.5%
IBM vs VFC
-6.8%
+4.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.4% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | +0.3% | -11.6% | +11.9% | +2.6% |
| 3M | -21.6% | -18.1% | -3.5% | -19.2% |
| 6M | -4.7% | -27.4% | +22.7% | +0.8% |
| YTD | -19.1% | -24.8% | +5.7% | -13.9% |
| 1Y | -2.5% | -8.2% | +5.7% | +0.9% |
| All | -2.5% | -6.8% | +4.3% | +0.9% |
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