+489.4%
NDAQ vs VFC
-50.3%
+539.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.0% | -0.3% |
| 7D | +1.7% | -1.4% | +3.1% | +2.0% |
| 30D | +16.2% | +24.6% | -8.4% | +11.0% |
| 3M | +14.0% | +38.4% | -24.5% | +6.3% |
| 6M | +22.3% | +15.3% | +7.0% | +17.7% |
| YTD | +13.0% | +12.7% | +0.3% | +8.4% |
| 1Y | +24.0% | +32.7% | -8.7% | +14.6% |
| 3Y | +117.1% | +43.7% | +73.4% | +77.1% |
| 5Y | +67.5% | -69.2% | +136.7% | +113.2% |
| All | +489.4% | -50.3% | +539.7% | +535.9% |
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 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