+82.1%
IBM vs VFC
+42.8%
+39.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | +0.1% |
| 7D | -2.5% | +7.7% | -10.2% | -3.4% |
| 30D | +8.4% | +39.2% | -30.8% | +4.0% |
| 3M | +4.5% | +40.3% | -35.8% | +0.1% |
| 6M | +7.9% | +11.4% | -3.5% | +5.8% |
| YTD | -15.2% | +17.5% | -32.7% | -17.3% |
| 1Y | -17.6% | +45.9% | -63.5% | -21.5% |
| 3Y | +82.1% | +47.3% | +34.7% | +66.1% |
| All | +82.1% | +42.8% | +39.3% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling