+55.6%
VFC vs GNRC
+17.5%
+38.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -9.5% | +14.0% | +6.1% |
| 7D | +21.5% | -6.0% | +27.4% | +22.5% |
| 30D | +46.7% | -12.0% | +58.7% | +49.4% |
| 3M | +38.4% | -13.4% | +51.8% | +41.0% |
| 6M | +15.2% | -26.4% | +41.6% | +20.1% |
| YTD | +17.8% | +38.8% | -21.0% | -7.3% |
| 1Y | +55.6% | +20.9% | +34.7% | +33.0% |
| All | +55.6% | +17.5% | +38.0% | +33.0% |
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