-67.9%
VFC vs CP
+24.4%
-92.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.6% |
| 7D | +11.2% | +2.8% | +8.4% | +8.8% |
| 30D | +41.5% | +10.2% | +31.3% | +30.3% |
| 3M | +38.9% | +2.4% | +36.6% | +35.9% |
| 6M | +6.1% | +7.7% | -1.5% | -0.8% |
| YTD | +14.5% | +26.0% | -11.4% | -7.3% |
| 1Y | +46.0% | +34.6% | +11.3% | +11.8% |
| 3Y | +36.4% | +26.7% | +9.7% | +10.5% |
| All | -67.9% | +24.4% | -92.2% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling