+92.7%
USB vs VFC
-46.9%
+139.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.1% |
| 7D | -1.5% | +10.9% | -12.3% | -5.1% |
| 30D | +4.3% | +40.6% | -36.3% | -7.8% |
| 3M | -6.1% | +34.4% | -40.5% | -15.9% |
| 6M | +9.4% | +12.3% | -2.9% | +3.0% |
| YTD | +15.2% | +14.4% | +0.8% | +6.7% |
| 1Y | +32.8% | +40.6% | -7.9% | +13.5% |
| 3Y | +91.3% | +40.1% | +51.2% | +36.9% |
| 5Y | +22.7% | -67.6% | +90.2% | +75.5% |
| All | +92.7% | -46.9% | +139.6% | +134.4% |
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 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