+76.2%
O vs VFC
-48.6%
+124.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -4.0% | -1.3% |
| 7D | -0.4% | +1.6% | -2.0% | -0.7% |
| 30D | +7.1% | +25.5% | -18.4% | +2.8% |
| 3M | -5.2% | +41.3% | -46.5% | -11.1% |
| 6M | -1.8% | +22.2% | -24.0% | -6.2% |
| YTD | +9.1% | +16.4% | -7.3% | +4.2% |
| 1Y | +9.7% | +38.4% | -28.7% | +1.1% |
| 3Y | +39.1% | +56.2% | -17.1% | +10.8% |
| 5Y | +8.4% | -68.2% | +76.5% | +41.0% |
| All | +76.2% | -48.6% | +124.8% | +87.1% |
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