-8.2%
VFC vs GNRC
+6.8%
-15.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.8% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | -11.6% | -13.8% | +2.2% | -8.8% |
| 3M | -18.1% | -32.6% | +14.5% | -11.5% |
| 6M | -27.4% | -15.2% | -12.2% | -26.7% |
| YTD | -24.8% | +37.4% | -62.2% | -36.6% |
| 1Y | -8.2% | +5.1% | -13.4% | -17.7% |
| All | -8.2% | +6.8% | -15.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling