-8.2%
VFC vs CGNX
+42.4%
-50.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.9% |
| 7D | -1.6% | +3.0% | -4.6% | -2.1% |
| 30D | -11.6% | -11.8% | +0.2% | -9.6% |
| 3M | -18.1% | -3.6% | -14.5% | -18.0% |
| 6M | -27.4% | +17.4% | -44.8% | -30.3% |
| YTD | -24.8% | +73.7% | -98.6% | -36.4% |
| 1Y | -8.2% | +41.5% | -49.7% | -17.7% |
| All | -8.2% | +42.4% | -50.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling