-13.3%
VFC vs AR
+17.5%
-30.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.9% |
| 7D | +0.8% | -1.8% | +2.7% | +0.7% |
| 30D | -11.9% | +12.6% | -24.5% | -11.2% |
| 3M | -20.2% | +10.0% | -30.2% | -19.3% |
| 6M | -23.0% | +0.6% | -23.6% | -22.3% |
| YTD | -26.2% | +13.4% | -39.6% | -27.8% |
| 1Y | -13.3% | +21.7% | -35.0% | -18.7% |
| All | -13.3% | +17.5% | -30.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling