+35,732.2%
PAYX vs VFC
+827.5%
+34,904.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.1% | -3.4% |
| 7D | -6.9% | +0.8% | -7.8% | -7.2% |
| 30D | -2.6% | -11.9% | +9.4% | +0.7% |
| 3M | +19.4% | -20.2% | +39.6% | +25.3% |
| 6M | +18.7% | -23.0% | +41.6% | +24.6% |
| YTD | +7.8% | -26.2% | +34.0% | +13.9% |
| 1Y | -9.9% | -13.3% | +3.5% | -10.0% |
| 3Y | +7.4% | -25.5% | +32.9% | -3.3% |
| 5Y | +21.8% | -78.1% | +99.9% | +58.4% |
| 10Y | +161.3% | -68.8% | +230.1% | +187.5% |
| All | +35,732.2% | +827.5% | +34,904.6% | +14,877.3% |
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