+32.7%
VFC vs COMP
+6.6%
+26.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.4% |
| 7D | -1.4% | +8.9% | -10.3% | -4.0% |
| 30D | +24.6% | +14.0% | +10.7% | +19.5% |
| 3M | +38.4% | -21.1% | +59.6% | +46.6% |
| 6M | +15.3% | +20.1% | -4.8% | +7.1% |
| YTD | +12.7% | -5.0% | +17.8% | +8.9% |
| 1Y | +32.7% | +5.7% | +27.0% | +21.7% |
| All | +32.7% | +6.6% | +26.1% | +21.7% |
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