-69.9%
VFC vs BB
-0.1%
-69.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.1% |
| 7D | -3.3% | -2.1% | -1.2% | -2.9% |
| 30D | -14.0% | -16.0% | +2.0% | -11.4% |
| 3M | -22.6% | -14.5% | -8.0% | -21.5% |
| 6M | -24.7% | +118.6% | -143.3% | -37.2% |
| YTD | -29.0% | +98.9% | -127.9% | -39.7% |
| 1Y | -13.8% | +99.5% | -113.3% | -27.5% |
| 3Y | -28.2% | +65.4% | -93.6% | -39.8% |
| 5Y | -79.0% | -27.6% | -51.4% | -80.9% |
| All | -69.9% | -0.1% | -69.7% | -79.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling