+47.3%
VFC vs BB
+145.9%
-98.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +1.3% |
| 7D | +7.7% | +15.0% | -7.3% | +4.1% |
| 30D | +39.2% | +3.5% | +35.7% | +36.8% |
| 3M | +40.3% | +2.7% | +37.6% | +37.1% |
| 6M | +11.4% | +44.7% | -33.4% | -5.6% |
| YTD | +17.5% | +143.3% | -125.7% | -16.6% |
| 1Y | +45.9% | +102.2% | -56.3% | +9.1% |
| 3Y | +47.3% | +156.1% | -108.8% | -7.1% |
| All | +47.3% | +145.9% | -98.5% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling