-8.2%
VFC vs BG
+50.1%
-58.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.6% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | -11.6% | +12.0% | -23.7% | -13.9% |
| 3M | -18.1% | -7.7% | -10.4% | -16.9% |
| 6M | -27.4% | +4.5% | -31.8% | -29.1% |
| YTD | -24.8% | +35.7% | -60.5% | -32.2% |
| 1Y | -8.2% | +50.1% | -58.3% | -18.2% |
| All | -8.2% | +50.1% | -58.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling