+18.3%
VFC vs BR
+1,321.0%
-1,302.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.7% | +4.1% |
| 7D | -1.6% | -5.3% | +3.7% | +1.1% |
| 30D | -11.6% | +6.4% | -18.1% | -14.7% |
| 3M | -18.1% | +13.6% | -31.7% | -23.9% |
| 6M | -27.4% | -6.7% | -20.6% | -25.8% |
| YTD | -24.8% | -21.1% | -3.7% | -16.7% |
| 1Y | -8.2% | -29.6% | +21.4% | +8.1% |
| 3Y | -29.1% | -2.4% | -26.7% | -29.7% |
| 5Y | -79.2% | +11.2% | -90.4% | -80.8% |
| 10Y | -68.1% | +191.8% | -259.9% | -81.5% |
| All | +18.3% | +1,321.0% | -1,302.7% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling