+1,381.0%
NET vs VFC
-71.5%
+1,452.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.7% |
| 7D | -16.4% | +21.5% | -37.8% | -20.7% |
| 30D | -25.8% | +46.7% | -72.5% | -33.2% |
| 3M | -11.5% | +38.4% | -49.9% | -19.2% |
| 6M | +18.9% | +15.2% | +3.7% | +12.4% |
| YTD | +35.2% | +17.8% | +17.4% | +26.0% |
| 1Y | +14.5% | +55.6% | -41.1% | -2.1% |
| 3Y | +313.8% | +44.3% | +269.5% | +224.3% |
| 5Y | +32.6% | -66.3% | +98.9% | +52.6% |
| All | +1,381.0% | -71.5% | +1,452.5% | +1,568.0% |
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