-22.4%
VFC vs BG
+19.0%
-41.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -2.3% | +0.5% | -2.9% | -2.6% |
| 30D | -13.4% | +10.3% | -23.7% | -16.8% |
| 3M | -23.7% | -1.9% | -21.8% | -23.3% |
| 6M | -24.5% | +5.2% | -29.7% | -27.0% |
| YTD | -27.8% | +41.2% | -69.0% | -39.2% |
| 1Y | -13.5% | +50.5% | -64.0% | -29.5% |
| All | -22.4% | +19.0% | -41.5% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling