+403.1%
PL vs VFC
+39.3%
+363.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.9% | -7.2% | -9.0% |
| 7D | -20.5% | +10.9% | -31.4% | -23.8% |
| 30D | -38.8% | +40.6% | -79.4% | -46.9% |
| 3M | -49.1% | +34.4% | -83.6% | -55.2% |
| 6M | -69.4% | +12.3% | -81.7% | -71.5% |
| YTD | -42.3% | +14.4% | -56.7% | -47.6% |
| 1Y | -14.2% | +40.6% | -54.8% | -28.9% |
| All | +403.1% | +39.3% | +363.8% | +292.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling