-48.6%
VFC vs CG
+278.5%
-327.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.6% |
| 7D | +1.6% | +0.2% | +1.4% | +1.4% |
| 30D | +25.5% | +11.2% | +14.3% | +18.0% |
| 3M | +41.3% | -22.1% | +63.4% | +62.1% |
| 6M | +22.2% | -17.9% | +40.1% | +35.5% |
| YTD | +16.4% | -31.3% | +47.7% | +41.7% |
| 1Y | +38.4% | -24.0% | +62.4% | +59.2% |
| 3Y | +56.2% | +45.0% | +11.3% | +28.2% |
| 5Y | -68.2% | -22.6% | -45.5% | -66.1% |
| All | -48.6% | +278.5% | -327.1% | -69.9% |
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