+281.3%
P vs VFC
-79.1%
+360.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.9% |
| 7D | +6.5% | -1.6% | +8.2% | +6.8% |
| 30D | +18.8% | -11.6% | +30.5% | +21.6% |
| 3M | +26.7% | -18.1% | +44.8% | +30.9% |
| 6M | +62.2% | -27.4% | +89.5% | +70.1% |
| YTD | +48.5% | -24.8% | +73.3% | +54.6% |
| 1Y | +26.4% | -8.2% | +34.6% | +24.6% |
| 3Y | +159.4% | -29.1% | +188.5% | +156.3% |
| All | +281.3% | -79.1% | +360.3% | +491.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling