+284.9%
IR vs VFC
-66.3%
+351.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.0% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -13.6% | -11.9% | -1.7% | -10.0% |
| 3M | +3.7% | -20.2% | +23.8% | +10.6% |
| 6M | -13.1% | -23.0% | +9.9% | -6.6% |
| YTD | -5.1% | -26.2% | +21.1% | +3.2% |
| 1Y | -6.5% | -13.3% | +6.9% | -4.4% |
| 3Y | +8.5% | -25.5% | +34.0% | +0.1% |
| 5Y | +43.3% | -78.1% | +121.4% | +135.7% |
| All | +284.9% | -66.3% | +351.2% | +392.2% |
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