-69.4%
VFC vs COMP
-52.0%
-17.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.6% | -2.2% |
| 7D | +11.2% | +13.4% | -2.2% | +8.0% |
| 30D | +41.5% | +11.1% | +30.4% | +37.6% |
| 3M | +38.9% | -18.8% | +57.8% | +44.4% |
| 6M | +6.1% | +10.5% | -4.4% | +2.1% |
| YTD | +14.5% | -3.4% | +18.0% | +11.8% |
| 1Y | +46.0% | +19.7% | +26.3% | +35.8% |
| 3Y | +36.4% | +381.6% | -345.2% | -8.8% |
| 5Y | -67.5% | -17.6% | -49.9% | -76.0% |
| All | -69.4% | -52.0% | -17.4% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling