-76.5%
VFC vs FRSH
-72.5%
-3.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | -1.4% | -6.6% | +5.2% | +0.4% |
| 30D | -9.0% | +2.1% | -11.1% | -9.8% |
| 3M | -24.2% | +29.0% | -53.1% | -29.9% |
| 6M | -18.5% | +48.6% | -67.1% | -28.4% |
| YTD | -25.9% | -2.9% | -22.9% | -27.4% |
| 1Y | -13.0% | -7.9% | -5.1% | -13.5% |
| 3Y | -20.3% | -46.5% | +26.2% | -10.9% |
| All | -76.5% | -72.5% | -3.9% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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