-22.4%
VFC vs BR
-5.1%
-17.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -2.3% | -5.0% | +2.7% | +0.1% |
| 30D | -13.4% | -2.5% | -10.9% | -12.5% |
| 3M | -23.7% | +13.5% | -37.2% | -29.1% |
| 6M | -24.5% | -9.4% | -15.0% | -20.3% |
| YTD | -27.8% | -23.3% | -4.6% | -14.7% |
| 1Y | -13.5% | -31.6% | +18.1% | +12.4% |
| All | -22.4% | -5.1% | -17.3% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling