-68.7%
VFC vs A
+236.6%
-305.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.3% |
| 7D | -2.3% | -4.4% | +2.0% | +0.5% |
| 30D | -13.4% | -2.7% | -10.7% | -12.0% |
| 3M | -23.7% | +7.0% | -30.7% | -27.3% |
| 6M | -24.5% | +24.6% | -49.1% | -35.6% |
| YTD | -27.8% | +7.0% | -34.9% | -32.2% |
| 1Y | -13.5% | +15.6% | -29.0% | -22.6% |
| 3Y | -27.1% | +29.9% | -57.0% | -38.7% |
| 5Y | -79.0% | -15.4% | -63.6% | -78.0% |
| 10Y | -68.7% | +248.9% | -317.6% | -81.9% |
| All | -68.7% | +236.6% | -305.4% | -81.9% |
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