-69.4%
VFC vs BB
+2.6%
-72.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -2.3% | +1.8% | -4.2% | -2.7% |
| 30D | -13.4% | -12.2% | -1.1% | -11.4% |
| 3M | -23.7% | -12.3% | -11.4% | -23.0% |
| 6M | -24.5% | +122.7% | -147.2% | -37.2% |
| YTD | -27.8% | +104.5% | -132.3% | -39.0% |
| 1Y | -13.5% | +106.7% | -120.1% | -27.7% |
| 3Y | -27.1% | +70.0% | -97.1% | -39.1% |
| 5Y | -79.0% | -27.8% | -51.2% | -80.9% |
| All | -69.4% | +2.6% | -72.0% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling