+0.7%
PL vs VFC
+41.4%
-40.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.4% |
| 7D | -6.8% | +11.2% | -18.0% | -8.6% |
| 30D | -29.3% | +41.5% | -70.8% | -34.3% |
| 3M | -44.8% | +38.9% | -83.7% | -48.6% |
| 6M | -68.4% | +6.1% | -74.5% | -68.9% |
| YTD | -36.4% | +14.5% | -50.9% | -38.6% |
| 1Y | +0.7% | +46.0% | -45.2% | -3.3% |
| All | +0.7% | +41.4% | -40.7% | -3.3% |
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 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