-49.8%
VFC vs FND
+57.9%
-107.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.5% | +4.2% |
| 7D | +1.6% | -6.8% | +8.5% | +4.5% |
| 30D | +25.5% | +8.0% | +17.5% | +21.1% |
| 3M | +41.3% | -18.9% | +60.2% | +53.0% |
| 6M | +22.2% | +4.7% | +17.5% | +18.0% |
| YTD | +16.4% | -21.6% | +38.0% | +25.3% |
| 1Y | +38.4% | -22.0% | +60.4% | +49.7% |
| 3Y | +56.2% | -40.4% | +96.7% | +90.7% |
| 5Y | -68.2% | -63.8% | -4.4% | -56.7% |
| All | -49.8% | +57.9% | -107.7% | -55.3% |
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