-8.2%
VFC vs FIVE
+66.7%
-74.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +0.4% |
| 7D | -1.6% | +4.3% | -5.9% | -3.2% |
| 30D | -11.6% | +12.5% | -24.1% | -15.8% |
| 3M | -18.1% | +31.2% | -49.3% | -26.9% |
| 6M | -27.4% | +14.4% | -41.7% | -32.1% |
| YTD | -24.8% | +33.9% | -58.7% | -35.4% |
| 1Y | -8.2% | +65.1% | -73.3% | -30.3% |
| All | -8.2% | +66.7% | -74.9% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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