-78.1%
VFC vs BB
-27.1%
-51.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.5% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | -11.9% | -12.4% | +0.4% | -9.1% |
| 3M | -20.2% | -15.3% | -4.9% | -18.6% |
| 6M | -23.0% | +128.8% | -151.8% | -43.3% |
| YTD | -26.2% | +107.7% | -133.9% | -44.0% |
| 1Y | -13.3% | +103.9% | -117.2% | -35.0% |
| 3Y | -25.5% | +72.6% | -98.1% | -44.9% |
| 5Y | -78.1% | -24.3% | -53.9% | -81.2% |
| All | -78.1% | -27.1% | -51.0% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling