+14,183.4%
TER vs VFC
+845.1%
+13,338.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.5% |
| 7D | +0.6% | -1.6% | +2.2% | +1.4% |
| 30D | -8.3% | -11.6% | +3.4% | -3.5% |
| 3M | -12.2% | -18.1% | +5.9% | -6.3% |
| 6M | +17.1% | -27.4% | +44.4% | +31.6% |
| YTD | +84.7% | -24.8% | +109.5% | +103.7% |
| 1Y | +199.9% | -8.2% | +208.1% | +198.7% |
| 3Y | +232.8% | -29.1% | +261.9% | +210.3% |
| 5Y | +198.6% | -79.2% | +277.7% | +378.3% |
| 10Y | +1,669.7% | -68.1% | +1,737.8% | +2,042.7% |
| All | +14,183.4% | +845.1% | +13,338.3% | +4,349.4% |
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