-68.5%
VFC vs BR
+189.7%
-258.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -1.4% | -3.0% | +1.6% | +0.5% |
| 30D | -9.0% | -0.3% | -8.7% | -9.1% |
| 3M | -24.2% | +17.3% | -41.5% | -32.0% |
| 6M | -18.5% | -6.7% | -11.8% | -16.2% |
| YTD | -25.9% | -23.4% | -2.4% | -14.0% |
| 1Y | -13.0% | -32.7% | +19.7% | +10.3% |
| 3Y | -20.3% | -5.9% | -14.4% | -19.9% |
| 5Y | -78.1% | +8.4% | -86.5% | -80.3% |
| All | -68.5% | +189.7% | -258.2% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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