-86.9%
OPEN vs VFC
-59.6%
-27.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.8% |
| 7D | -21.7% | +7.7% | -29.4% | -24.8% |
| 30D | -36.5% | +39.2% | -75.7% | -47.6% |
| 3M | -59.5% | +40.3% | -99.8% | -66.9% |
| 6M | -71.9% | +11.4% | -83.2% | -74.0% |
| YTD | -75.8% | +17.5% | -93.3% | -78.5% |
| 1Y | -78.5% | +45.9% | -124.4% | -83.3% |
| 3Y | -30.2% | +47.3% | -77.5% | -57.5% |
| 5Y | -93.3% | -67.2% | -26.1% | -89.1% |
| All | -86.9% | -59.6% | -27.3% | -79.3% |
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