-47.5%
VFC vs A
+312.5%
-360.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | +3.5% | +1.4% | +2.1% | +2.6% |
| 30D | +38.3% | +4.3% | +34.0% | +34.2% |
| 3M | +40.2% | +19.8% | +20.4% | +23.9% |
| 6M | +10.6% | +54.4% | -43.7% | -18.3% |
| YTD | +16.7% | +31.7% | -15.0% | -4.5% |
| 1Y | +45.0% | +22.4% | +22.5% | +24.7% |
| 3Y | +48.8% | +67.7% | -18.9% | +5.9% |
| 5Y | -67.6% | +15.7% | -83.3% | -72.0% |
| 10Y | -47.5% | +308.7% | -356.2% | -72.8% |
| All | -47.5% | +312.5% | -360.0% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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