+8,630.0%
TER vs VFC
+1,340.0%
+7,289.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | -20.5% | +11.2% | -31.7% | -24.1% |
| 30D | -47.0% | +41.5% | -88.5% | -54.7% |
| 3M | -43.3% | +38.9% | -82.2% | -51.3% |
| 6M | -42.9% | +6.1% | -49.0% | -46.2% |
| YTD | +12.9% | +14.5% | -1.7% | +3.1% |
| 1Y | +18.2% | +46.0% | -27.8% | -3.5% |
| 3Y | +151.8% | +36.4% | +115.4% | +79.5% |
| 5Y | +54.2% | -67.5% | +121.8% | +103.2% |
| 10Y | +908.2% | -45.8% | +954.1% | +861.3% |
| All | +8,630.0% | +1,340.0% | +7,289.9% | +2,151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling