-87.0%
OPEN vs VFC
-60.6%
-26.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.1% | -21.9% | -21.9% |
| 7D | -22.2% | +11.2% | -33.4% | -26.8% |
| 30D | -38.3% | +41.5% | -79.8% | -49.7% |
| 3M | -59.4% | +38.9% | -98.3% | -66.6% |
| 6M | -74.4% | +6.1% | -80.5% | -75.7% |
| YTD | -76.0% | +14.5% | -90.5% | -78.3% |
| 1Y | -78.7% | +46.0% | -124.6% | -83.4% |
| 3Y | -30.0% | +36.4% | -66.4% | -55.1% |
| 5Y | -93.7% | -67.5% | -26.2% | -89.7% |
| All | -87.0% | -60.6% | -26.4% | -79.1% |
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 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