+1,514.2%
RF vs VFC
+845.1%
+669.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -1.1% |
| 7D | +1.3% | -1.6% | +2.9% | +2.0% |
| 30D | -3.6% | -11.6% | +8.0% | +1.7% |
| 3M | +8.1% | -18.1% | +26.2% | +16.0% |
| 6M | +11.5% | -27.4% | +38.8% | +24.8% |
| YTD | +15.6% | -24.8% | +40.4% | +26.8% |
| 1Y | +15.7% | -8.2% | +23.9% | +13.7% |
| 3Y | +86.9% | -29.1% | +116.0% | +67.8% |
| 5Y | +89.8% | -79.2% | +169.0% | +205.8% |
| 10Y | +344.7% | -68.1% | +412.8% | +468.0% |
| All | +1,514.2% | +845.1% | +669.1% | +613.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling