-22.7%
U vs VFC
-66.1%
+43.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.0% | +3.7% |
| 7D | +2.6% | +1.6% | +0.9% | +1.8% |
| 30D | +27.6% | +25.5% | +2.1% | +14.2% |
| 3M | +15.3% | +41.3% | -26.0% | -3.0% |
| 6M | +96.4% | +22.2% | +74.2% | +73.8% |
| YTD | +19.6% | +16.4% | +3.2% | +7.9% |
| 1Y | +42.1% | +38.4% | +3.7% | +16.8% |
| 3Y | +87.5% | +56.2% | +31.3% | +19.8% |
| 5Y | -73.1% | -68.2% | -5.0% | -59.6% |
| All | -22.7% | -66.1% | +43.4% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling