+36.4%
VFC vs A
+64.2%
-27.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.2% |
| 7D | +11.2% | -0.1% | +11.3% | +11.2% |
| 30D | +41.5% | +3.4% | +38.2% | +37.5% |
| 3M | +38.9% | +23.8% | +15.1% | +16.0% |
| 6M | +6.1% | +49.0% | -42.9% | -25.4% |
| YTD | +14.5% | +29.4% | -14.9% | -8.9% |
| 1Y | +46.0% | +19.4% | +26.6% | +25.4% |
| 3Y | +36.4% | +66.2% | -29.8% | -10.2% |
| All | +36.4% | +64.2% | -27.9% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling