-45.7%
VFC vs FIVE
+868.1%
-913.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +0.5% |
| 7D | -1.6% | +4.3% | -5.9% | -3.1% |
| 30D | -11.6% | +12.5% | -24.1% | -15.5% |
| 3M | -18.1% | +31.2% | -49.3% | -26.1% |
| 6M | -27.4% | +14.4% | -41.7% | -31.7% |
| YTD | -24.8% | +33.9% | -58.7% | -33.3% |
| 1Y | -8.2% | +65.1% | -73.3% | -24.7% |
| 3Y | -29.1% | +49.0% | -78.1% | -42.9% |
| 5Y | -79.2% | +30.3% | -109.5% | -83.0% |
| 10Y | -68.1% | +481.1% | -549.2% | -82.3% |
| All | -45.7% | +868.1% | -913.9% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling