+36.4%
VFC vs FIVE
+34.8%
+1.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +11.2% | -0.3% | +11.5% | +11.3% |
| 30D | +41.5% | +17.7% | +23.9% | +31.2% |
| 3M | +38.9% | +4.0% | +35.0% | +35.7% |
| 6M | +6.1% | +2.6% | +3.5% | +2.9% |
| YTD | +14.5% | +27.6% | -13.0% | -0.6% |
| 1Y | +46.0% | +59.9% | -14.0% | +13.4% |
| 3Y | +36.4% | +35.8% | +0.6% | -11.8% |
| All | +36.4% | +34.8% | +1.5% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling