-67.2%
VFC vs COMP
-13.7%
-53.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.3% |
| 7D | +7.7% | +14.5% | -6.9% | +4.1% |
| 30D | +39.2% | +14.9% | +24.3% | +34.1% |
| 3M | +40.3% | -14.2% | +54.5% | +44.1% |
| 6M | +11.4% | +23.7% | -12.4% | +4.2% |
| YTD | +17.5% | +2.1% | +15.4% | +13.1% |
| 1Y | +45.9% | +26.2% | +19.7% | +33.6% |
| 3Y | +47.3% | +470.9% | -423.6% | -7.0% |
| 5Y | -67.2% | -14.0% | -53.2% | -74.4% |
| All | -67.2% | -13.7% | -53.5% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling