+47.3%
VFC vs COMP
+431.5%
-384.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.0% |
| 7D | +7.7% | +14.5% | -6.9% | +3.4% |
| 30D | +39.2% | +14.9% | +24.3% | +33.0% |
| 3M | +40.3% | -14.2% | +54.5% | +45.0% |
| 6M | +11.4% | +23.7% | -12.4% | +2.6% |
| YTD | +17.5% | +2.1% | +15.4% | +11.8% |
| 1Y | +45.9% | +26.2% | +19.7% | +30.3% |
| 3Y | +47.3% | +470.9% | -423.6% | -37.9% |
| All | +47.3% | +431.5% | -384.2% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling