+26.3%
VFC vs CAPR
-99.1%
+125.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | -11.6% | +139.2% | -150.8% | -13.2% |
| 3M | -18.1% | -66.4% | +48.3% | -17.6% |
| 6M | -27.4% | -63.1% | +35.8% | -27.1% |
| YTD | -24.8% | -67.4% | +42.6% | -24.4% |
| 1Y | -8.2% | +58.2% | -66.5% | -13.4% |
| 3Y | -29.1% | +42.2% | -71.3% | -33.9% |
| 5Y | -79.2% | +87.3% | -166.4% | -80.7% |
| 10Y | -68.1% | -75.3% | +7.2% | -71.3% |
| All | +26.3% | -99.1% | +125.4% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling