-6.5%
IR vs VFC
-11.5%
+5.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.0% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | -13.6% | -11.9% | -1.7% | -9.7% |
| 3M | +3.7% | -20.2% | +23.8% | +10.6% |
| 6M | -13.1% | -23.0% | +9.9% | -7.0% |
| YTD | -5.1% | -26.2% | +21.1% | +3.0% |
| 1Y | -6.5% | -13.3% | +6.9% | -3.9% |
| All | -6.5% | -11.5% | +5.0% | -3.9% |
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