+98.3%
USB vs VFC
-28.0%
+126.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.8% |
| 7D | +1.4% | -1.6% | +3.1% | +1.8% |
| 30D | -1.3% | -11.6% | +10.3% | +1.4% |
| 3M | +15.2% | -18.1% | +33.3% | +19.7% |
| 6M | +18.8% | -27.4% | +46.2% | +26.2% |
| YTD | +21.0% | -24.8% | +45.8% | +27.4% |
| 1Y | +34.0% | -8.2% | +42.2% | +33.8% |
| All | +98.3% | -28.0% | +126.3% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling