-68.8%
VFC vs GEN
+150.2%
-219.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | -1.0% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -11.9% | +2.6% | -14.6% | -12.8% |
| 3M | -20.2% | +15.8% | -35.9% | -24.0% |
| 6M | -23.0% | +33.1% | -56.1% | -30.5% |
| YTD | -26.2% | +11.3% | -37.5% | -29.7% |
| 1Y | -13.3% | +1.7% | -15.0% | -14.9% |
| 3Y | -25.5% | +58.1% | -83.6% | -35.0% |
| 5Y | -78.1% | +20.6% | -98.7% | -80.2% |
| 10Y | -68.8% | +149.0% | -217.8% | -76.7% |
| All | -68.8% | +150.2% | -219.0% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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