-35.7%
VFC vs AR
-30.5%
-5.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.3% |
| 7D | +3.5% | -5.8% | +9.3% | +4.3% |
| 30D | +38.3% | +4.8% | +33.4% | +37.0% |
| 3M | +40.2% | +1.5% | +38.7% | +39.3% |
| 6M | +10.6% | +4.7% | +5.9% | +8.9% |
| YTD | +16.7% | +9.2% | +7.5% | +13.4% |
| 1Y | +45.0% | +11.2% | +33.8% | +40.3% |
| 3Y | +48.8% | +46.2% | +2.5% | +37.0% |
| 5Y | -67.6% | +98.1% | -165.6% | -72.0% |
| 10Y | -47.5% | +54.5% | -102.1% | -62.7% |
| All | -35.7% | -30.5% | -5.2% | -52.7% |
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 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