+46.4%
RF vs VFC
-68.3%
+114.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.4% |
| 7D | +1.9% | +1.6% | +0.3% | +1.5% |
| 30D | +7.3% | +25.5% | -18.2% | +0.8% |
| 3M | -7.9% | +41.3% | -49.2% | -16.5% |
| 6M | +10.5% | +22.2% | -11.7% | +3.2% |
| YTD | +9.6% | +16.4% | -6.8% | +3.1% |
| 1Y | +20.3% | +38.4% | -18.1% | +7.5% |
| 3Y | +119.5% | +56.2% | +63.3% | +66.6% |
| All | +46.4% | -68.3% | +114.8% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling