+48.4%
IR vs VFC
-79.1%
+127.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.7% |
| 7D | -2.8% | -1.6% | -1.2% | -2.4% |
| 30D | -15.1% | -11.6% | -3.5% | -12.6% |
| 3M | +6.1% | -18.1% | +24.2% | +10.6% |
| 6M | -16.8% | -27.4% | +10.5% | -11.0% |
| YTD | -3.5% | -24.8% | +21.3% | +2.3% |
| 1Y | -3.5% | -8.2% | +4.7% | -2.7% |
| 3Y | +9.5% | -29.1% | +38.6% | +8.8% |
| All | +48.4% | -79.1% | +127.5% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling