-78.1%
VFC vs A
-14.2%
-63.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | 0.0% |
| 7D | +0.8% | -2.1% | +2.9% | +2.3% |
| 30D | -11.9% | +0.6% | -12.5% | -12.6% |
| 3M | -20.2% | +10.9% | -31.0% | -26.1% |
| 6M | -23.0% | +28.2% | -51.1% | -36.6% |
| YTD | -26.2% | +8.6% | -34.8% | -31.6% |
| 1Y | -13.3% | +15.5% | -28.9% | -23.2% |
| 3Y | -25.5% | +31.8% | -57.3% | -39.3% |
| 5Y | -78.1% | -14.9% | -63.2% | -80.7% |
| All | -78.1% | -14.2% | -63.9% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling