+290.4%
P vs VFC
-68.8%
+359.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.3% | +3.9% |
| 7D | +17.8% | -1.4% | +19.3% | +18.1% |
| 30D | -29.9% | +24.6% | -54.5% | -32.9% |
| 3M | -1.2% | +38.4% | -39.6% | -7.5% |
| 6M | +32.1% | +15.3% | +16.8% | +27.0% |
| YTD | +64.3% | +12.7% | +51.6% | +57.7% |
| 1Y | +24.3% | +32.7% | -8.4% | +14.5% |
| 3Y | +203.2% | +43.7% | +159.5% | +159.3% |
| 5Y | +290.4% | -69.2% | +359.6% | +506.3% |
| All | +290.4% | -68.8% | +359.3% | +506.3% |
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 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