+55.6%
VFC vs COMP
+23.8%
+31.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.7% | -3.3% | +2.2% |
| 7D | +21.5% | +9.5% | +12.0% | +18.4% |
| 30D | +46.7% | +8.1% | +38.6% | +42.8% |
| 3M | +38.4% | -16.3% | +54.7% | +44.6% |
| 6M | +15.2% | +42.2% | -27.0% | +0.3% |
| YTD | +17.8% | -5.0% | +22.8% | +14.1% |
| 1Y | +55.6% | +20.1% | +35.5% | +28.6% |
| All | +55.6% | +23.8% | +31.8% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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