-13.0%
VFC vs CGNX
+45.2%
-58.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.1% | +0.3% | +3.6% |
| 7D | -1.4% | +3.2% | -4.6% | -2.0% |
| 30D | -9.0% | +6.0% | -15.0% | -10.1% |
| 3M | -24.2% | +3.5% | -27.7% | -25.0% |
| 6M | -18.5% | +26.3% | -44.8% | -22.7% |
| YTD | -25.9% | +79.2% | -105.1% | -37.7% |
| 1Y | -13.0% | +43.8% | -56.8% | -20.9% |
| All | -13.0% | +45.2% | -58.1% | -20.9% |
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