-68.5%
VFC vs GNRC
+448.8%
-517.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.4% | +3.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -9.0% | -15.7% | +6.8% | -3.7% |
| 3M | -24.2% | -27.3% | +3.2% | -16.8% |
| 6M | -18.5% | -12.1% | -6.4% | -17.3% |
| YTD | -25.9% | +37.1% | -63.0% | -36.5% |
| 1Y | -13.0% | -0.5% | -12.5% | -17.2% |
| 3Y | -20.3% | +61.5% | -81.8% | -37.2% |
| 5Y | -78.1% | -58.6% | -19.5% | -75.6% |
| All | -68.5% | +448.8% | -517.4% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling