+26.8%
PL vs VFC
-72.5%
+99.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.3% |
| 7D | -6.8% | +11.2% | -18.0% | -10.8% |
| 30D | -29.3% | +41.5% | -70.8% | -38.9% |
| 3M | -44.8% | +38.9% | -83.7% | -52.0% |
| 6M | -68.4% | +6.1% | -74.5% | -69.9% |
| YTD | -36.4% | +14.5% | -50.9% | -42.2% |
| 1Y | +0.7% | +46.0% | -45.2% | -17.8% |
| 3Y | +455.3% | +36.4% | +418.9% | +324.3% |
| 5Y | +22.7% | -67.5% | +90.2% | +59.6% |
| All | +26.8% | -72.5% | +99.2% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling