-13.0%
VFC vs BR
-31.7%
+18.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | -1.4% | -3.0% | +1.6% | -0.9% |
| 30D | -9.0% | -0.3% | -8.7% | -9.0% |
| 3M | -24.2% | +17.3% | -41.5% | -26.3% |
| 6M | -18.5% | -6.7% | -11.8% | -19.1% |
| YTD | -25.9% | -23.4% | -2.4% | -20.0% |
| 1Y | -13.0% | -32.7% | +19.7% | -13.1% |
| All | -13.0% | -31.7% | +18.7% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling