+30.7%
VFC vs AS
+123.4%
-92.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.1% | +3.7% |
| 7D | +1.6% | -4.9% | +6.5% | +4.3% |
| 30D | +25.5% | +3.9% | +21.6% | +23.0% |
| 3M | +41.3% | -9.6% | +50.9% | +48.5% |
| 6M | +22.2% | -8.7% | +30.9% | +27.1% |
| YTD | +16.4% | -19.8% | +36.2% | +29.1% |
| 1Y | +38.4% | -1.5% | +40.0% | +37.1% |
| All | +30.7% | +123.4% | -92.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling