-68.9%
VFC vs COMP
-51.7%
-17.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.1% |
| 7D | -1.4% | +2.2% | -3.6% | -2.1% |
| 30D | +30.7% | +16.3% | +14.4% | +25.9% |
| 3M | +40.6% | -19.1% | +59.8% | +46.2% |
| 6M | +16.5% | +17.1% | -0.6% | +10.6% |
| YTD | +16.2% | -2.9% | +19.1% | +13.2% |
| 1Y | +42.4% | +8.8% | +33.6% | +35.2% |
| 3Y | +48.1% | +423.5% | -375.4% | -2.5% |
| 5Y | -67.8% | -10.5% | -57.3% | -76.3% |
| All | -68.9% | -51.7% | -17.2% | -77.4% |
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