+196.1%
VFC vs BG
+1,185.2%
-989.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.2% | -3.0% |
| 7D | +0.8% | +2.4% | -1.5% | +0.2% |
| 30D | -11.9% | +15.0% | -27.0% | -15.3% |
| 3M | -20.2% | -0.7% | -19.5% | -20.2% |
| 6M | -23.0% | +7.5% | -30.5% | -25.0% |
| YTD | -26.2% | +41.6% | -67.8% | -33.2% |
| 1Y | -13.3% | +50.7% | -64.0% | -23.0% |
| 3Y | -25.5% | +20.3% | -45.8% | -30.5% |
| 5Y | -78.1% | +85.2% | -163.3% | -82.1% |
| 10Y | -68.8% | +160.6% | -229.4% | -77.5% |
| All | +196.1% | +1,185.2% | -989.1% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling