-68.7%
VFC vs CG
+324.5%
-393.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | +0.1% |
| 7D | -2.3% | -6.4% | +4.1% | +1.4% |
| 30D | -13.4% | -7.1% | -6.3% | -9.9% |
| 3M | -23.7% | -1.6% | -22.1% | -23.3% |
| 6M | -24.5% | -8.3% | -16.1% | -21.0% |
| YTD | -27.8% | -23.8% | -4.0% | -16.9% |
| 1Y | -13.5% | -28.7% | +15.3% | +3.2% |
| 3Y | -27.1% | +49.2% | -76.3% | -41.1% |
| 5Y | -79.0% | +5.5% | -84.5% | -80.9% |
| 10Y | -68.7% | +331.2% | -400.0% | -82.9% |
| All | -68.7% | +324.5% | -393.2% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling