-6.5%
U vs VFC
-15.2%
+8.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +4.4% | -2.3% | +6.7% | +5.3% |
| 30D | -1.3% | -13.4% | +12.1% | +4.5% |
| 3M | +49.6% | -23.7% | +73.3% | +64.0% |
| 6M | +100.2% | -24.5% | +124.6% | +118.8% |
| YTD | -3.7% | -27.8% | +24.1% | +9.2% |
| 1Y | -6.5% | -13.5% | +6.9% | -7.8% |
| All | -6.5% | -15.2% | +8.7% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling