+55.3%
O vs VFC
-69.4%
+124.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -2.3% | -2.3% | +0.1% | -1.9% |
| 30D | -2.4% | -13.4% | +10.9% | 0.0% |
| 3M | -0.6% | -23.7% | +23.1% | +3.6% |
| 6M | -5.0% | -24.5% | +19.5% | -1.3% |
| YTD | +10.4% | -27.8% | +38.2% | +15.1% |
| 1Y | +6.6% | -13.5% | +20.0% | +6.4% |
| 3Y | +28.4% | -27.1% | +55.5% | +19.5% |
| 5Y | +15.3% | -79.0% | +94.3% | +59.0% |
| 10Y | +55.3% | -68.7% | +124.0% | +82.5% |
| All | +55.3% | -69.4% | +124.7% | +82.5% |
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 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