-68.8%
VFC vs FDS
+77.6%
-146.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | 0.0% |
| 7D | +0.8% | -5.4% | +6.2% | +3.2% |
| 30D | -11.9% | +1.6% | -13.5% | -12.8% |
| 3M | -20.2% | +17.7% | -37.9% | -26.6% |
| 6M | -23.0% | +29.1% | -52.0% | -33.4% |
| YTD | -26.2% | +1.0% | -27.2% | -28.9% |
| 1Y | -13.3% | -21.6% | +8.3% | -5.5% |
| 3Y | -25.5% | -30.1% | +4.6% | -13.9% |
| 5Y | -78.1% | -20.7% | -57.4% | -76.5% |
| 10Y | -68.8% | +78.3% | -147.1% | -78.2% |
| All | -68.8% | +77.6% | -146.4% | -78.2% |
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