+213.5%
TER vs VFC
-11.5%
+225.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.8% |
| 7D | +11.0% | +0.8% | +10.1% | +10.6% |
| 30D | -1.9% | -11.9% | +10.1% | +2.2% |
| 3M | -0.7% | -20.2% | +19.5% | +4.8% |
| 6M | +36.4% | -23.0% | +59.3% | +45.6% |
| YTD | +92.4% | -26.2% | +118.7% | +108.7% |
| 1Y | +213.5% | -13.3% | +226.9% | +212.1% |
| All | +213.5% | -11.5% | +225.0% | +212.1% |
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 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