+1,001.8%
TER vs VFC
-44.8%
+1,046.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.6% | +10.1% | +11.8% |
| 7D | -5.8% | +7.7% | -13.4% | -8.1% |
| 30D | -38.9% | +39.2% | -78.1% | -46.1% |
| 3M | -35.1% | +40.3% | -75.4% | -43.1% |
| 6M | -31.6% | +11.4% | -42.9% | -35.9% |
| YTD | +27.2% | +17.5% | +9.7% | +17.1% |
| 1Y | +35.2% | +45.9% | -10.6% | +14.3% |
| 3Y | +192.8% | +47.3% | +145.5% | +113.9% |
| 5Y | +72.4% | -67.2% | +139.6% | +143.0% |
| 10Y | +1,001.8% | -46.1% | +1,047.9% | +1,233.1% |
| All | +1,001.8% | -44.8% | +1,046.6% | +1,233.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling