+1,407.5%
RF vs VFC
+1,337.9%
+69.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.9% |
| 7D | -1.6% | +10.9% | -12.5% | -6.1% |
| 30D | +5.0% | +40.6% | -35.6% | -10.0% |
| 3M | -10.0% | +34.4% | -44.4% | -21.7% |
| 6M | +3.3% | +12.3% | -9.0% | -4.6% |
| YTD | +7.9% | +14.4% | -6.4% | -2.3% |
| 1Y | +21.2% | +40.6% | -19.4% | -0.7% |
| 3Y | +105.8% | +40.1% | +65.7% | +37.0% |
| 5Y | +43.7% | -67.6% | +111.3% | +89.4% |
| 10Y | +289.4% | -45.9% | +335.4% | +289.7% |
| All | +1,407.5% | +1,337.9% | +69.6% | +449.8% |
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