-48.6%
VFC vs FIVE
+504.2%
-552.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | +1.6% | +2.7% | -1.0% | +0.5% |
| 30D | +25.5% | +12.7% | +12.8% | +19.3% |
| 3M | +41.3% | +2.1% | +39.2% | +39.5% |
| 6M | +22.2% | +17.5% | +4.7% | +12.3% |
| YTD | +16.4% | +31.0% | -14.6% | +1.7% |
| 1Y | +38.4% | +67.7% | -29.3% | +9.0% |
| 3Y | +56.2% | +43.4% | +12.8% | +22.1% |
| 5Y | -68.2% | +18.1% | -86.2% | -74.2% |
| All | -48.6% | +504.2% | -552.8% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling