+50.1%
PYPL vs VFC
-46.4%
+96.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.7% |
| 7D | +2.2% | +7.7% | -5.5% | +0.2% |
| 30D | +8.1% | +39.2% | -31.1% | -1.0% |
| 3M | +1.9% | +40.3% | -38.4% | -7.1% |
| 6M | +33.1% | +11.4% | +21.7% | +27.8% |
| YTD | +3.8% | +17.5% | -13.8% | -2.8% |
| 1Y | -8.3% | +45.9% | -54.2% | -19.4% |
| 3Y | +11.9% | +47.3% | -35.5% | -14.1% |
| 5Y | -70.4% | -67.2% | -3.2% | -62.7% |
| All | +50.1% | -46.4% | +96.5% | +60.7% |
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