-68.5%
VFC vs BG
+166.7%
-235.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.0% |
| 7D | -1.4% | +3.1% | -4.5% | -2.5% |
| 30D | -9.0% | +10.2% | -19.2% | -12.3% |
| 3M | -24.2% | -1.7% | -22.5% | -24.0% |
| 6M | -18.5% | +1.0% | -19.5% | -19.7% |
| YTD | -25.9% | +39.9% | -65.8% | -35.2% |
| 1Y | -13.0% | +53.2% | -66.2% | -26.7% |
| 3Y | -20.3% | +16.3% | -36.6% | -27.3% |
| 5Y | -78.1% | +83.9% | -161.9% | -83.7% |
| All | -68.5% | +166.7% | -235.2% | -81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling