+239.8%
RF vs VFC
-46.8%
+286.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +0.3% | +3.5% | -3.1% | -1.0% |
| 30D | +6.2% | +38.3% | -32.1% | -6.7% |
| 3M | -7.8% | +40.2% | -48.0% | -19.8% |
| 6M | +5.9% | +10.6% | -4.7% | -0.4% |
| YTD | +9.0% | +16.7% | -7.7% | -0.8% |
| 1Y | +19.3% | +45.0% | -25.7% | -1.1% |
| 3Y | +116.4% | +48.8% | +67.7% | +43.6% |
| 5Y | +46.0% | -67.6% | +113.6% | +128.9% |
| 10Y | +239.8% | -47.5% | +287.3% | +369.9% |
| All | +239.8% | -46.8% | +286.6% | +369.9% |
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