+261.5%
RF vs VFC
-44.8%
+306.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.2% |
| 7D | -0.1% | +7.7% | -7.8% | -3.0% |
| 30D | +7.0% | +39.2% | -32.2% | -6.2% |
| 3M | -7.0% | +40.3% | -47.3% | -19.1% |
| 6M | +6.8% | +11.4% | -4.6% | +0.1% |
| YTD | +9.9% | +17.5% | -7.6% | -0.3% |
| 1Y | +21.1% | +45.9% | -24.7% | +0.2% |
| 3Y | +119.6% | +47.3% | +72.3% | +46.6% |
| 5Y | +46.2% | -67.2% | +113.4% | +128.0% |
| 10Y | +261.5% | -46.1% | +307.6% | +392.4% |
| All | +261.5% | -44.8% | +306.3% | +392.4% |
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