-69.4%
VFC vs FND
+54.9%
-124.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -3.3% | -5.1% | +1.8% | -1.2% |
| 30D | -14.0% | -22.5% | +8.5% | -4.6% |
| 3M | -22.6% | -5.0% | -17.5% | -21.5% |
| 6M | -24.7% | -21.5% | -3.2% | -18.0% |
| YTD | -29.0% | -23.0% | -5.9% | -22.5% |
| 1Y | -13.8% | -44.9% | +31.1% | +7.7% |
| 3Y | -28.2% | -50.0% | +21.7% | -6.9% |
| 5Y | -79.0% | -63.3% | -15.7% | -71.5% |
| All | -69.4% | +54.9% | -124.3% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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