+789.7%
VFC vs CP
+7,669.4%
-6,879.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | -1.6% | -2.7% | +1.1% | -0.6% |
| 30D | -11.6% | +0.2% | -11.8% | -11.7% |
| 3M | -18.1% | +2.6% | -20.7% | -19.0% |
| 6M | -27.4% | +6.0% | -33.3% | -29.0% |
| YTD | -24.8% | +24.9% | -49.8% | -31.1% |
| 1Y | -8.2% | +20.1% | -28.3% | -14.6% |
| 3Y | -29.1% | +16.4% | -45.5% | -32.2% |
| 5Y | -79.2% | +31.7% | -110.9% | -81.0% |
| 10Y | -68.1% | +223.9% | -292.0% | -78.3% |
| All | +789.7% | +7,669.4% | -6,879.7% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling