-81.8%
VFC vs BBIO
+136.9%
-218.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -1.0% |
| 7D | -3.3% | -3.9% | +0.6% | -2.8% |
| 30D | -14.0% | -13.4% | -0.6% | -12.6% |
| 3M | -22.6% | +7.6% | -30.1% | -23.4% |
| 6M | -24.7% | -2.4% | -22.3% | -24.7% |
| YTD | -29.0% | -5.2% | -23.7% | -29.0% |
| 1Y | -13.8% | +36.9% | -50.7% | -17.5% |
| 3Y | -28.2% | +155.2% | -183.4% | -37.0% |
| 5Y | -79.0% | +44.0% | -123.0% | -83.4% |
| All | -81.8% | +136.9% | -218.7% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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