+12.3%
VFC vs COMP
+29.1%
-16.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.2% | +5.3% | -1.0% |
| 7D | +10.9% | -1.8% | +12.7% | +11.3% |
| 30D | +40.6% | -0.8% | +41.4% | +40.3% |
| 3M | +34.4% | -28.1% | +62.6% | +44.6% |
| 6M | +12.3% | +27.0% | -14.7% | +5.8% |
| All | +12.3% | +29.1% | -16.8% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling