-48.6%
VFC vs BBWI
-47.4%
-1.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +2.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +25.5% | +12.9% | +12.6% | +20.3% |
| 3M | +41.3% | +16.0% | +25.3% | +33.1% |
| 6M | +22.2% | +16.6% | +5.6% | +14.3% |
| YTD | +16.4% | +9.7% | +6.7% | +9.5% |
| 1Y | +38.4% | +1.5% | +36.9% | +31.0% |
| 3Y | +56.2% | -21.4% | +77.6% | +62.7% |
| 5Y | -68.2% | -67.6% | -0.6% | -59.2% |
| All | -48.6% | -47.4% | -1.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling