-46.1%
VFC vs FDS
+135.1%
-181.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +7.7% | -5.0% | +12.6% | +9.9% |
| 30D | +39.2% | +13.8% | +25.4% | +31.6% |
| 3M | +40.3% | +14.8% | +25.4% | +30.8% |
| 6M | +11.4% | +47.4% | -36.0% | -9.0% |
| YTD | +17.5% | +14.2% | +3.4% | +6.7% |
| 1Y | +45.9% | +26.6% | +19.2% | +24.9% |
| 3Y | +47.3% | -24.4% | +71.8% | +64.5% |
| 5Y | -67.2% | -22.6% | -44.6% | -64.3% |
| 10Y | -46.1% | +130.0% | -176.1% | -64.9% |
| All | -46.1% | +135.1% | -181.2% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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