-13.5%
VFC vs FDS
-23.8%
+10.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.7% |
| 7D | -2.3% | -8.8% | +6.4% | -1.2% |
| 30D | -13.4% | -1.4% | -12.0% | -13.3% |
| 3M | -23.7% | +13.9% | -37.6% | -25.0% |
| 6M | -24.5% | +27.4% | -51.8% | -26.8% |
| YTD | -27.8% | -2.5% | -25.4% | -26.6% |
| 1Y | -13.5% | -23.8% | +10.3% | -10.1% |
| All | -13.5% | -23.8% | +10.3% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling