+469.1%
P vs VFC
-58.4%
+527.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -23.8% | +11.2% | -35.0% | -26.0% |
| 30D | -36.6% | +41.5% | -78.1% | -42.6% |
| 3M | +10.9% | +38.9% | -28.1% | +0.9% |
| 6M | +30.0% | +6.1% | +23.8% | +25.4% |
| YTD | +44.4% | +14.5% | +29.8% | +35.4% |
| 1Y | +3.9% | +46.0% | -42.0% | -10.0% |
| 3Y | +176.6% | +36.4% | +140.2% | +118.4% |
| 5Y | +249.3% | -67.5% | +316.8% | +368.3% |
| 10Y | +726.9% | -45.8% | +772.8% | +842.2% |
| All | +469.1% | -58.4% | +527.5% | +567.8% |
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