+180.5%
PL vs VFC
-6.8%
+187.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -2.1% |
| 7D | -9.3% | -1.6% | -7.7% | -8.8% |
| 30D | -18.9% | -11.6% | -7.3% | -15.3% |
| 3M | -58.4% | -18.1% | -40.3% | -56.3% |
| 6M | -30.3% | -27.4% | -3.0% | -23.2% |
| YTD | -8.1% | -24.8% | +16.7% | -2.0% |
| 1Y | +180.5% | -8.2% | +188.7% | +166.5% |
| All | +180.5% | -6.8% | +187.3% | +166.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling