-68.4%
VFC vs AR
+99.4%
-167.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | +1.6% | +7.4% | -5.8% | +0.3% |
| 30D | +25.5% | +5.8% | +19.7% | +23.8% |
| 3M | +41.3% | +5.2% | +36.1% | +39.1% |
| 6M | +22.2% | +5.4% | +16.8% | +19.6% |
| YTD | +16.4% | +12.4% | +4.0% | +10.9% |
| 1Y | +38.4% | +12.8% | +25.6% | +31.5% |
| 3Y | +56.2% | +47.2% | +9.0% | +38.4% |
| All | -68.4% | +99.4% | -167.8% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling