+320.2%
VFC vs FDS
+9,502.8%
-9,182.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +3.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | -11.6% | +9.0% | -20.6% | -13.9% |
| 3M | -18.1% | +18.9% | -37.0% | -22.5% |
| 6M | -27.4% | +35.1% | -62.5% | -34.3% |
| YTD | -24.8% | +5.5% | -30.3% | -27.7% |
| 1Y | -8.2% | -16.8% | +8.6% | -6.0% |
| 3Y | -29.1% | -28.1% | -1.1% | -24.3% |
| 5Y | -79.2% | -17.4% | -61.7% | -78.6% |
| 10Y | -68.1% | +85.4% | -153.5% | -73.5% |
| All | +320.2% | +9,502.8% | -9,182.6% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling