-23.7%
VFC vs FRSH
-46.5%
+22.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.3% | -11.2% | +7.9% | +0.9% |
| 30D | -14.0% | -0.8% | -13.2% | -14.2% |
| 3M | -22.6% | +26.4% | -49.0% | -30.3% |
| 6M | -24.7% | +48.4% | -73.1% | -37.8% |
| YTD | -29.0% | -3.1% | -25.9% | -30.1% |
| 1Y | -13.8% | -8.7% | -5.1% | -12.9% |
| All | -23.7% | -46.5% | +22.8% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling