+2,593.6%
NDAQ vs VFC
+324.7%
+2,268.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | +11.2% | -10.4% | -2.6% |
| 30D | +16.5% | +41.5% | -25.0% | +4.0% |
| 3M | +13.5% | +38.9% | -25.4% | +1.6% |
| 6M | +20.9% | +6.1% | +14.8% | +16.7% |
| YTD | +11.4% | +14.5% | -3.1% | +3.6% |
| 1Y | +25.9% | +46.0% | -20.0% | +7.4% |
| 3Y | +119.9% | +36.4% | +83.5% | +60.9% |
| 5Y | +61.7% | -67.5% | +129.3% | +105.6% |
| 10Y | +481.6% | -45.8% | +527.4% | +398.6% |
| All | +2,593.6% | +324.7% | +2,268.9% | +850.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling