+51.3%
VFC vs CAPR
+264.4%
-213.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.7% | +5.8% | -2.7% |
| 7D | -1.4% | +19.1% | -20.5% | -2.0% |
| 30D | +24.6% | +48.8% | -24.2% | +23.1% |
| 3M | +38.4% | +144.4% | -106.0% | +34.1% |
| 6M | +15.3% | -67.5% | +82.8% | +16.2% |
| YTD | +12.7% | -64.5% | +77.3% | +13.1% |
| 1Y | +32.7% | +74.4% | -41.8% | +18.7% |
| All | +51.3% | +264.4% | -213.1% | -12.2% |
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