-78.1%
VFC vs BBWI
-66.8%
-11.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.3% | -0.5% |
| 7D | +0.8% | +1.6% | -0.7% | +0.1% |
| 30D | -11.9% | -6.2% | -5.7% | -9.9% |
| 3M | -20.2% | +4.3% | -24.5% | -22.4% |
| 6M | -23.0% | -7.2% | -15.8% | -22.5% |
| YTD | -26.2% | -3.0% | -23.2% | -28.0% |
| 1Y | -13.3% | -30.8% | +17.4% | -2.9% |
| 3Y | -25.5% | -43.4% | +17.9% | -10.1% |
| 5Y | -78.1% | -66.7% | -11.4% | -68.8% |
| All | -78.1% | -66.8% | -11.3% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling