+190.7%
VFC vs BB
+258.8%
-68.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | -5.6% | +4.0% | -1.0% |
| 30D | -11.6% | -11.8% | +0.2% | -10.5% |
| 3M | -18.1% | -25.5% | +7.4% | -16.1% |
| 6M | -27.4% | +121.3% | -148.6% | -34.7% |
| YTD | -24.8% | +103.2% | -128.0% | -31.8% |
| 1Y | -8.2% | +102.6% | -110.8% | -17.1% |
| 3Y | -29.1% | +37.5% | -66.6% | -34.5% |
| 5Y | -79.2% | -30.4% | -48.7% | -79.8% |
| 10Y | -68.1% | 0.0% | -68.1% | -72.7% |
| All | +190.7% | +258.8% | -68.1% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling