+82.3%
PL vs VFC
-79.1%
+161.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -2.2% |
| 7D | -9.3% | -1.6% | -7.7% | -8.7% |
| 30D | -18.9% | -11.6% | -7.3% | -14.8% |
| 3M | -58.4% | -18.1% | -40.3% | -55.7% |
| 6M | -30.3% | -27.4% | -3.0% | -22.3% |
| YTD | -8.1% | -24.8% | +16.7% | -0.1% |
| 1Y | +180.5% | -8.2% | +188.7% | +177.7% |
| 3Y | +444.1% | -29.1% | +473.3% | +435.7% |
| All | +82.3% | -79.1% | +161.4% | +236.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling