-68.8%
VFC vs CP
+219.6%
-288.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.5% |
| 7D | +0.8% | +2.4% | -1.6% | -0.9% |
| 30D | -11.9% | -0.5% | -11.4% | -11.7% |
| 3M | -20.2% | +1.4% | -21.6% | -21.2% |
| 6M | -23.0% | +10.3% | -33.3% | -28.7% |
| YTD | -26.2% | +24.3% | -50.5% | -37.5% |
| 1Y | -13.3% | +20.4% | -33.8% | -24.8% |
| 3Y | -25.5% | +21.8% | -47.3% | -35.0% |
| 5Y | -78.1% | +31.5% | -109.6% | -82.1% |
| 10Y | -68.8% | +223.2% | -292.0% | -84.2% |
| All | -68.8% | +219.6% | -288.4% | -84.2% |
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