+485.4%
P vs VFC
-72.7%
+558.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.8% |
| 7D | +6.5% | -1.6% | +8.2% | +7.0% |
| 30D | +18.8% | -11.6% | +30.5% | +22.7% |
| 3M | +26.7% | -18.1% | +44.8% | +32.5% |
| 6M | +62.2% | -27.4% | +89.5% | +73.2% |
| YTD | +48.5% | -24.8% | +73.3% | +56.8% |
| 1Y | +26.4% | -8.2% | +34.6% | +23.7% |
| 3Y | +159.4% | -29.1% | +188.5% | +145.6% |
| 5Y | +275.8% | -79.2% | +355.0% | +470.8% |
| 10Y | +732.0% | -68.1% | +800.1% | +986.8% |
| All | +485.4% | -72.7% | +558.1% | +673.1% |
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