+202.8%
TER vs VFC
-79.1%
+281.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.7% |
| 7D | +0.6% | -1.6% | +2.2% | +1.2% |
| 30D | -8.3% | -11.6% | +3.4% | -4.8% |
| 3M | -12.2% | -18.1% | +5.9% | -7.8% |
| 6M | +17.1% | -27.4% | +44.4% | +27.9% |
| YTD | +84.7% | -24.8% | +109.5% | +99.1% |
| 1Y | +199.9% | -8.2% | +208.1% | +200.5% |
| 3Y | +232.8% | -29.1% | +261.9% | +227.3% |
| All | +202.8% | -79.1% | +281.9% | +437.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling