+55.6%
VFC vs BB
+88.0%
-32.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.0% | -2.5% | +3.8% |
| 7D | +21.5% | -6.8% | +28.3% | +22.1% |
| 30D | +46.7% | -3.5% | +50.2% | +46.5% |
| 3M | +38.4% | -1.2% | +39.6% | +37.6% |
| 6M | +15.2% | +57.0% | -41.8% | +1.0% |
| YTD | +17.8% | +131.1% | -113.3% | -7.2% |
| 1Y | +55.6% | +87.6% | -32.0% | +29.4% |
| All | +55.6% | +88.0% | -32.4% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling