+5,241.4%
O vs VFC
+681.6%
+4,559.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.7% | +11.2% | -7.5% | +0.8% |
| 30D | +11.2% | +41.5% | -30.3% | +1.3% |
| 3M | -4.0% | +38.9% | -42.9% | -12.3% |
| 6M | -5.2% | +6.1% | -11.4% | -8.2% |
| YTD | +9.5% | +14.5% | -5.1% | +2.7% |
| 1Y | +10.6% | +46.0% | -35.4% | -3.4% |
| 3Y | +38.1% | +36.4% | +1.7% | +5.9% |
| 5Y | +10.2% | -67.5% | +77.8% | +30.6% |
| 10Y | +71.4% | -45.8% | +117.3% | +57.5% |
| All | +5,241.4% | +681.6% | +4,559.8% | +2,307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling