+140.5%
IBM vs VFC
-69.9%
+210.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +3.8% |
| 7D | +3.6% | -2.3% | +5.9% | +4.0% |
| 30D | +1.5% | -13.4% | +14.9% | +4.4% |
| 3M | -12.9% | -23.7% | +10.8% | -8.7% |
| 6M | -3.9% | -24.5% | +20.6% | +0.6% |
| YTD | -17.3% | -27.8% | +10.5% | -12.7% |
| 1Y | -5.0% | -13.5% | +8.5% | -4.0% |
| 3Y | +78.2% | -27.1% | +105.3% | +69.1% |
| 5Y | +120.6% | -79.0% | +199.6% | +205.4% |
| All | +140.5% | -69.9% | +210.4% | +196.7% |
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