+30.6%
VFC vs BIYA
-99.9%
+130.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.5% |
| 7D | -1.4% | +2.5% | -3.9% | -1.4% |
| 30D | +30.7% | -22.3% | +53.0% | +31.0% |
| 3M | +40.6% | -54.8% | +95.4% | +41.3% |
| 6M | +16.5% | -86.5% | +102.9% | +16.1% |
| YTD | +16.2% | -96.8% | +113.0% | +18.4% |
| 1Y | +42.4% | -98.6% | +141.1% | +50.4% |
| All | +30.6% | -99.9% | +130.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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