+1,449.6%
NET vs VFC
-81.8%
+1,531.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.6% |
| 7D | -7.0% | -1.6% | -5.4% | -6.6% |
| 30D | -4.8% | -11.6% | +6.8% | -1.6% |
| 3M | +3.8% | -18.1% | +21.9% | +8.2% |
| 6M | +50.0% | -27.4% | +77.4% | +60.3% |
| YTD | +41.5% | -24.8% | +66.3% | +49.3% |
| 1Y | +32.8% | -8.2% | +41.0% | +30.6% |
| 3Y | +335.9% | -29.1% | +365.0% | +317.2% |
| 5Y | +113.8% | -79.2% | +193.0% | +179.1% |
| All | +1,449.6% | -81.8% | +1,531.3% | +1,876.0% |
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 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