-79.0%
VFC vs BG
+88.4%
-167.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.8% |
| 7D | -3.3% | +3.7% | -7.0% | -4.4% |
| 30D | -14.0% | +12.3% | -26.4% | -17.1% |
| 3M | -22.6% | -2.2% | -20.3% | -22.2% |
| 6M | -24.7% | +5.3% | -30.0% | -26.6% |
| YTD | -29.0% | +42.4% | -71.4% | -37.3% |
| 1Y | -13.8% | +55.2% | -69.0% | -26.1% |
| 3Y | -28.2% | +21.0% | -49.2% | -36.1% |
| 5Y | -79.0% | +87.1% | -166.1% | -83.3% |
| All | -79.0% | +88.4% | -167.4% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling