-8.2%
VFC vs COMP
+22.2%
-30.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | -11.6% | -13.3% | +1.7% | -8.3% |
| 3M | -18.1% | +41.1% | -59.2% | -26.0% |
| 6M | -27.4% | +17.2% | -44.5% | -32.3% |
| YTD | -24.8% | +5.2% | -30.0% | -28.7% |
| 1Y | -8.2% | +18.9% | -27.1% | -18.7% |
| All | -8.2% | +22.2% | -30.4% | -18.7% |
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