+36.2%
VFC vs COMP
+309.8%
-273.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.2% | +5.3% | -0.6% |
| 7D | +10.9% | -1.8% | +12.7% | +11.3% |
| 30D | +40.6% | -0.8% | +41.4% | +40.2% |
| 3M | +34.4% | -28.1% | +62.6% | +46.4% |
| 6M | +12.3% | +27.0% | -14.7% | +1.9% |
| YTD | +14.4% | -12.8% | +27.1% | +14.0% |
| 1Y | +40.6% | +4.9% | +35.7% | +32.5% |
| All | +36.2% | +309.8% | -273.6% | -34.3% |
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