+119.6%
RF vs VFC
+42.8%
+76.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.6% |
| 7D | -0.1% | +7.7% | -7.8% | -1.8% |
| 30D | +7.0% | +39.2% | -32.2% | -0.9% |
| 3M | -7.0% | +40.3% | -47.3% | -14.2% |
| 6M | +6.8% | +11.4% | -4.6% | +3.0% |
| YTD | +9.9% | +17.5% | -7.6% | +4.2% |
| 1Y | +21.1% | +45.9% | -24.7% | +9.1% |
| 3Y | +119.6% | +47.3% | +72.3% | +80.3% |
| All | +119.6% | +42.8% | +76.8% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling