-68.4%
VFC vs CAPR
+172.3%
-240.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.9% | +10.2% | +3.4% |
| 7D | +1.6% | +5.9% | -4.3% | +1.3% |
| 30D | +25.5% | +44.6% | -19.1% | +23.9% |
| 3M | +41.3% | +126.4% | -85.1% | +36.8% |
| 6M | +22.2% | -68.6% | +90.8% | +23.4% |
| YTD | +16.4% | -67.0% | +83.4% | +17.0% |
| 1Y | +38.4% | +65.2% | -26.7% | +23.2% |
| 3Y | +56.2% | +235.6% | -179.3% | +23.7% |
| All | -68.4% | +172.3% | -240.7% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling