+18.9%
NET vs VFC
+11.9%
+7.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -2.3% |
| 7D | -16.4% | +21.5% | -37.8% | -15.5% |
| 30D | -25.8% | +46.7% | -72.5% | -25.5% |
| 3M | -11.5% | +38.4% | -49.9% | -10.9% |
| 6M | +18.9% | +15.2% | +3.7% | +18.5% |
| All | +18.9% | +11.9% | +7.0% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling