-25.5%
VFC vs FND
-49.6%
+24.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | +1.0% |
| 7D | +0.8% | +0.4% | +0.5% | +0.5% |
| 30D | -11.9% | -23.6% | +11.6% | +3.9% |
| 3M | -20.2% | +4.3% | -24.5% | -24.1% |
| 6M | -23.0% | -20.3% | -2.7% | -13.4% |
| YTD | -26.2% | -21.3% | -4.9% | -17.9% |
| 1Y | -13.3% | -45.4% | +32.0% | +24.6% |
| 3Y | -25.5% | -48.9% | +23.4% | -1.5% |
| All | -25.5% | -49.6% | +24.1% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling