+2,926.4%
V vs VFC
+20.2%
+2,906.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.6% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | +2.0% | -11.6% | +13.6% | +5.4% |
| 3M | +17.4% | -18.1% | +35.5% | +22.5% |
| 6M | +17.5% | -27.4% | +44.9% | +25.7% |
| YTD | +7.6% | -24.8% | +32.4% | +13.5% |
| 1Y | +7.7% | -8.2% | +15.9% | +5.8% |
| 3Y | +54.7% | -29.1% | +83.8% | +40.6% |
| 5Y | +73.0% | -79.2% | +152.2% | +150.7% |
| 10Y | +390.9% | -68.1% | +459.0% | +433.5% |
| All | +2,926.4% | +20.2% | +2,906.2% | +1,451.3% |
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 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