+51.3%
VFC vs CP
+37.0%
+14.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.8% |
| 7D | -1.4% | +0.9% | -2.3% | -2.3% |
| 30D | +24.6% | +10.3% | +14.3% | +12.9% |
| 3M | +38.4% | +2.3% | +36.2% | +35.0% |
| 6M | +15.3% | +10.7% | +4.6% | +3.2% |
| YTD | +12.7% | +29.3% | -16.6% | -15.7% |
| 1Y | +32.7% | +31.5% | +1.2% | -2.5% |
| All | +51.3% | +37.0% | +14.3% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling