-46.1%
VFC vs CP
+261.0%
-307.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.1% |
| 7D | +7.7% | +2.8% | +4.9% | +5.6% |
| 30D | +39.2% | +11.3% | +27.9% | +28.7% |
| 3M | +40.3% | +2.9% | +37.4% | +37.2% |
| 6M | +11.4% | +9.8% | +1.6% | +3.7% |
| YTD | +17.5% | +28.5% | -11.0% | -3.0% |
| 1Y | +45.9% | +33.5% | +12.4% | +17.3% |
| 3Y | +47.3% | +31.9% | +15.4% | +21.5% |
| 5Y | -67.2% | +25.5% | -92.7% | -72.4% |
| 10Y | -46.1% | +257.6% | -303.7% | -74.0% |
| All | -46.1% | +261.0% | -307.1% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling