+36.4%
VFC vs CAPR
+214.7%
-178.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.5% | 0.0% |
| 7D | +11.2% | +41.1% | -29.9% | +10.2% |
| 30D | +41.5% | +11.1% | +30.4% | +41.0% |
| 3M | +38.9% | +115.3% | -76.4% | +35.2% |
| 6M | +6.1% | -73.8% | +80.0% | +7.7% |
| YTD | +14.5% | -68.8% | +83.4% | +15.4% |
| 1Y | +46.0% | +43.3% | +2.6% | +31.9% |
| 3Y | +36.4% | +214.7% | -178.3% | -29.1% |
| All | +36.4% | +214.7% | -178.3% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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