-48.6%
VFC vs A
+302.9%
-351.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.9% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | +25.5% | 0.0% | +25.5% | +25.2% |
| 3M | +41.3% | +16.7% | +24.6% | +27.0% |
| 6M | +22.2% | +54.8% | -32.6% | -10.1% |
| YTD | +16.4% | +28.8% | -12.4% | -3.4% |
| 1Y | +38.4% | +19.3% | +19.1% | +21.1% |
| 3Y | +56.2% | +65.5% | -9.3% | +12.1% |
| 5Y | -68.2% | +12.1% | -80.2% | -72.0% |
| All | -48.6% | +302.9% | -351.5% | -73.2% |
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