+8,438.8%
USB vs VFC
+845.1%
+7,593.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.1% |
| 7D | +1.4% | -1.6% | +3.1% | +2.0% |
| 30D | -1.3% | -11.6% | +10.3% | +3.1% |
| 3M | +15.2% | -18.1% | +33.3% | +22.3% |
| 6M | +18.8% | -27.4% | +46.2% | +30.7% |
| YTD | +21.0% | -24.8% | +45.8% | +31.0% |
| 1Y | +34.0% | -8.2% | +42.2% | +32.5% |
| 3Y | +95.3% | -29.1% | +124.4% | +81.9% |
| 5Y | +40.4% | -79.2% | +119.5% | +107.8% |
| 10Y | +107.3% | -68.1% | +175.4% | +151.7% |
| All | +8,438.8% | +845.1% | +7,593.7% | +3,460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling