+191.2%
TER vs VFC
+50.0%
+141.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -6.3% |
| 7D | +14.4% | +1.6% | +12.7% | +13.8% |
| 30D | -30.6% | +25.5% | -56.1% | -35.2% |
| 3M | -39.2% | +41.3% | -80.5% | -45.4% |
| 6M | -31.3% | +22.2% | -53.5% | -36.5% |
| YTD | +29.1% | +16.4% | +12.7% | +21.2% |
| 1Y | +47.4% | +38.4% | +9.0% | +31.3% |
| 3Y | +191.2% | +56.2% | +135.0% | +139.8% |
| All | +191.2% | +50.0% | +141.3% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling