+346.5%
RF vs VFC
-67.5%
+414.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -1.0% |
| 7D | +1.3% | -1.6% | +2.9% | +1.9% |
| 30D | -3.6% | -11.6% | +8.0% | +1.1% |
| 3M | +8.1% | -18.1% | +26.2% | +15.1% |
| 6M | +11.5% | -27.4% | +38.8% | +23.4% |
| YTD | +15.6% | -24.8% | +40.4% | +25.6% |
| 1Y | +15.7% | -8.2% | +23.9% | +13.9% |
| 3Y | +86.9% | -29.1% | +116.0% | +70.4% |
| 5Y | +89.8% | -79.2% | +169.0% | +253.8% |
| All | +346.5% | -67.5% | +414.0% | +618.7% |
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