+97.5%
VFC vs CAPR
-99.0%
+196.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.8% | +2.4% |
| 7D | +7.7% | +36.0% | -28.4% | +7.1% |
| 30D | +39.2% | +25.8% | +13.4% | +38.6% |
| 3M | +40.3% | +140.8% | -100.6% | +37.6% |
| 6M | +11.4% | -67.6% | +78.9% | +12.0% |
| YTD | +17.5% | -65.9% | +83.4% | +17.9% |
| 1Y | +45.9% | +66.1% | -20.2% | +37.5% |
| 3Y | +47.3% | +256.9% | -209.6% | +36.0% |
| 5Y | -67.2% | +172.1% | -239.3% | -69.8% |
| 10Y | -46.1% | -64.7% | +18.6% | -51.7% |
| All | +97.5% | -99.0% | +196.5% | +78.7% |
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