+119.9%
NDAQ vs VFC
+39.5%
+80.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +0.8% | +11.2% | -10.4% | -0.5% |
| 30D | +16.5% | +41.5% | -25.0% | +11.7% |
| 3M | +13.5% | +38.9% | -25.4% | +8.9% |
| 6M | +20.9% | +6.1% | +14.8% | +19.4% |
| YTD | +11.4% | +14.5% | -3.1% | +8.6% |
| 1Y | +25.9% | +46.0% | -20.0% | +19.2% |
| 3Y | +119.9% | +36.4% | +83.5% | +103.2% |
| All | +119.9% | +39.5% | +80.3% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling