-58.6%
VFC vs AR
-27.2%
-31.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -1.6% | +2.5% | -4.1% | -2.0% |
| 30D | -11.6% | +14.8% | -26.4% | -13.5% |
| 3M | -18.1% | +6.2% | -24.3% | -19.2% |
| 6M | -27.4% | +4.3% | -31.6% | -28.4% |
| YTD | -24.8% | +14.4% | -39.2% | -27.2% |
| 1Y | -8.2% | +21.3% | -29.5% | -12.0% |
| 3Y | -29.1% | +39.8% | -68.9% | -34.2% |
| 5Y | -79.2% | +142.1% | -221.2% | -82.5% |
| 10Y | -68.1% | +52.0% | -120.1% | -77.2% |
| All | -58.6% | -27.2% | -31.3% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling