-78.3%
VFC vs FND
-63.3%
-15.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.8% |
| 7D | -1.4% | -5.8% | +4.4% | +1.8% |
| 30D | -9.0% | -20.2% | +11.2% | +2.5% |
| 3M | -24.2% | -12.0% | -12.2% | -19.8% |
| 6M | -18.5% | -18.5% | 0.0% | -11.1% |
| YTD | -25.9% | -22.3% | -3.6% | -17.9% |
| 1Y | -13.0% | -47.6% | +34.7% | +19.3% |
| 3Y | -20.3% | -49.8% | +29.4% | +9.3% |
| All | -78.3% | -63.3% | -15.0% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling