-68.3%
U vs VFC
-78.7%
+10.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.6% |
| 7D | +4.4% | -2.3% | +6.7% | +5.5% |
| 30D | -1.3% | -13.4% | +12.1% | +6.0% |
| 3M | +49.6% | -23.7% | +73.3% | +68.5% |
| 6M | +100.2% | -24.5% | +124.6% | +124.8% |
| YTD | -3.7% | -27.8% | +24.1% | +10.8% |
| 1Y | -6.5% | -13.5% | +6.9% | -4.0% |
| 3Y | +12.9% | -27.1% | +40.0% | +3.3% |
| 5Y | -68.3% | -79.0% | +10.7% | -1.0% |
| All | -68.3% | -78.7% | +10.4% | -1.0% |
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