-20.3%
VFC vs CGNX
+49.8%
-70.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.1% | +0.3% | +2.8% |
| 7D | -1.4% | +3.2% | -4.6% | -2.5% |
| 30D | -9.0% | +6.0% | -15.0% | -11.2% |
| 3M | -24.2% | +3.5% | -27.7% | -26.1% |
| 6M | -18.5% | +26.3% | -44.8% | -27.2% |
| YTD | -25.9% | +79.2% | -105.1% | -46.0% |
| 1Y | -13.0% | +43.8% | -56.8% | -29.5% |
| 3Y | -20.3% | +52.0% | -72.3% | -52.4% |
| All | -20.3% | +49.8% | -70.1% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling