-41.4%
OPEN vs VFC
+50.0%
-91.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.9% | -5.2% |
| 7D | -15.0% | +1.6% | -16.6% | -15.6% |
| 30D | -40.2% | +25.5% | -65.7% | -46.1% |
| 3M | -67.4% | +41.3% | -108.7% | -72.4% |
| 6M | -74.0% | +22.2% | -96.2% | -76.7% |
| YTD | -79.6% | +16.4% | -96.0% | -81.2% |
| 1Y | -86.1% | +38.4% | -124.5% | -88.3% |
| 3Y | -41.4% | +56.2% | -97.6% | -61.1% |
| All | -41.4% | +50.0% | -91.3% | -61.1% |
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 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