+45.2%
PL vs VFC
-71.7%
+116.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.6% | +11.9% | +13.5% |
| 7D | +10.9% | +7.7% | +3.2% | +7.8% |
| 30D | -16.4% | +39.2% | -55.6% | -27.2% |
| 3M | -39.9% | +40.3% | -80.2% | -48.0% |
| 6M | -63.2% | +11.4% | -74.6% | -65.7% |
| YTD | -27.1% | +17.5% | -44.7% | -34.4% |
| 1Y | +12.2% | +45.9% | -33.7% | -8.3% |
| 3Y | +584.3% | +47.3% | +537.0% | +407.3% |
| 5Y | +37.0% | -67.2% | +104.2% | +76.7% |
| All | +45.2% | -71.7% | +116.9% | +86.8% |
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 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