+199.8%
TER vs VFC
-6.8%
+206.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.1% | +4.7% |
| 7D | +0.6% | -1.6% | +2.2% | +1.2% |
| 30D | -8.3% | -11.6% | +3.3% | -4.6% |
| 3M | -12.2% | -18.1% | +5.9% | -8.3% |
| 6M | +17.0% | -27.4% | +44.4% | +27.3% |
| YTD | +84.6% | -24.8% | +109.4% | +98.9% |
| 1Y | +199.8% | -8.2% | +208.0% | +195.5% |
| All | +199.8% | -6.8% | +206.7% | +195.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling