-67.2%
VFC vs BB
-18.0%
-49.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +1.1% |
| 7D | +7.7% | +15.0% | -7.3% | +3.7% |
| 30D | +39.2% | +3.5% | +35.7% | +36.6% |
| 3M | +40.3% | +2.7% | +37.6% | +36.7% |
| 6M | +11.4% | +44.7% | -33.4% | -5.7% |
| YTD | +17.5% | +143.3% | -125.7% | -16.3% |
| 1Y | +45.9% | +102.2% | -56.3% | +9.3% |
| 3Y | +47.3% | +156.1% | -108.8% | -3.6% |
| 5Y | -67.2% | -17.6% | -49.6% | -72.3% |
| All | -67.2% | -18.0% | -49.2% | -72.3% |
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