+46.0%
VFC vs FDS
+26.9%
+19.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +7.7% | -5.0% | +12.6% | +8.4% |
| 30D | +39.2% | +13.8% | +25.4% | +37.1% |
| 3M | +40.3% | +14.8% | +25.4% | +37.9% |
| 6M | +11.4% | +47.4% | -36.0% | +6.4% |
| YTD | +17.5% | +14.2% | +3.4% | +18.0% |
| All | +46.0% | +26.9% | +19.0% | +36.1% |
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