+81.3%
USB vs VFC
-48.6%
+130.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.4% | -0.3% |
| 7D | +2.6% | +1.6% | +1.0% | +2.0% |
| 30D | +8.4% | +25.5% | -17.1% | -0.1% |
| 3M | -5.5% | +41.3% | -46.8% | -16.9% |
| 6M | +17.7% | +22.2% | -4.5% | +7.5% |
| YTD | +17.6% | +16.4% | +1.2% | +8.3% |
| 1Y | +33.9% | +38.4% | -4.5% | +15.3% |
| 3Y | +103.8% | +56.2% | +47.6% | +39.0% |
| 5Y | +25.6% | -68.2% | +93.8% | +82.2% |
| All | +81.3% | -48.6% | +130.0% | +120.8% |
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 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