+44.1%
IR vs VFC
-67.4%
+111.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.4% |
| 7D | +3.7% | +11.2% | -7.5% | +1.0% |
| 30D | +7.4% | +41.5% | -34.1% | -1.4% |
| 3M | -5.9% | +38.9% | -44.9% | -13.3% |
| 6M | +5.6% | +6.1% | -0.6% | +3.0% |
| YTD | +4.8% | +14.5% | -9.7% | +0.2% |
| 1Y | +6.9% | +46.0% | -39.0% | -3.3% |
| 3Y | +27.6% | +36.4% | -8.8% | +7.2% |
| All | +44.1% | -67.4% | +111.6% | +126.5% |
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