+46.0%
VFC vs COMP
+16.2%
+29.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.6% | -2.8% |
| 7D | +11.2% | +13.4% | -2.2% | +7.2% |
| 30D | +41.5% | +11.1% | +30.4% | +36.6% |
| 3M | +38.9% | -18.8% | +57.8% | +46.1% |
| 6M | +6.1% | +10.5% | -4.4% | +1.4% |
| YTD | +14.5% | -3.4% | +18.0% | +10.7% |
| 1Y | +46.0% | +19.7% | +26.3% | +26.2% |
| All | +46.0% | +16.2% | +29.8% | +26.2% |
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