-27.4%
VFC vs AR
+6.9%
-34.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.0% |
| 7D | -1.6% | +2.5% | -4.1% | -0.4% |
| 30D | -11.6% | +14.8% | -26.4% | -5.5% |
| 3M | -18.1% | +6.2% | -24.3% | -14.4% |
| 6M | -27.4% | +4.3% | -31.6% | -25.0% |
| All | -27.4% | +6.9% | -34.2% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling