-17.1%
OPEN vs VFC
-24.8%
+7.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.5% |
| 7D | -4.3% | -1.6% | -2.6% | -3.5% |
| 30D | -16.2% | -11.6% | -4.6% | -11.1% |
| 3M | -36.4% | -18.1% | -18.3% | -30.7% |
| 6M | -35.5% | -27.4% | -8.1% | -25.8% |
| YTD | -46.0% | -24.8% | -21.1% | -38.8% |
| 1Y | -47.1% | -8.2% | -38.9% | -46.0% |
| All | -17.1% | -24.8% | +7.7% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling