+294.4%
VFC vs A
+457.0%
-162.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | -11.6% | +6.9% | -18.5% | -13.2% |
| 3M | -18.1% | +9.2% | -27.3% | -20.1% |
| 6M | -27.4% | +25.7% | -53.0% | -31.8% |
| YTD | -24.8% | +11.5% | -36.4% | -27.2% |
| 1Y | -8.2% | +18.4% | -26.6% | -12.4% |
| 3Y | -29.1% | +26.6% | -55.7% | -32.6% |
| 5Y | -79.2% | -12.8% | -66.4% | -78.6% |
| 10Y | -68.1% | +247.2% | -315.3% | -75.2% |
| All | +294.4% | +457.0% | -162.6% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling