-76.6%
VFC vs FRSH
-72.0%
-4.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.1% | -0.5% |
| 7D | +0.8% | -10.1% | +10.9% | +3.7% |
| 30D | -11.9% | +2.2% | -14.1% | -12.8% |
| 3M | -20.2% | +28.6% | -48.7% | -26.1% |
| 6M | -23.0% | +40.2% | -63.2% | -31.2% |
| YTD | -26.2% | -1.2% | -25.0% | -28.1% |
| 1Y | -13.3% | -7.9% | -5.4% | -13.8% |
| 3Y | -25.5% | -44.7% | +19.3% | -17.3% |
| All | -76.6% | -72.0% | -4.5% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling