+1,255.6%
VFC vs BBWI
+1,142.2%
+113.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.2% |
| 7D | +11.2% | -6.2% | +17.4% | +13.5% |
| 30D | +41.5% | +19.9% | +21.6% | +33.3% |
| 3M | +38.9% | +7.1% | +31.8% | +34.6% |
| 6M | +6.1% | +13.7% | -7.5% | +0.5% |
| YTD | +14.5% | +9.6% | +5.0% | +8.2% |
| 1Y | +46.0% | -1.6% | +47.6% | +40.0% |
| 3Y | +36.4% | -25.9% | +62.3% | +43.7% |
| 5Y | -67.5% | -67.8% | +0.3% | -57.9% |
| 10Y | -45.8% | -43.5% | -2.4% | -50.6% |
| All | +1,255.6% | +1,142.2% | +113.4% | +388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling