+16.5%
VFC vs GNRC
+2,120.5%
-2,104.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.3% |
| 7D | +0.8% | +4.8% | -4.0% | -0.5% |
| 30D | -11.9% | -10.4% | -1.6% | -9.4% |
| 3M | -20.2% | -28.5% | +8.3% | -13.2% |
| 6M | -23.0% | -6.8% | -16.2% | -23.2% |
| YTD | -26.2% | +39.5% | -65.7% | -35.2% |
| 1Y | -13.3% | +3.4% | -16.7% | -17.5% |
| 3Y | -25.5% | +65.1% | -90.6% | -38.7% |
| 5Y | -78.1% | -57.1% | -21.0% | -76.5% |
| 10Y | -68.8% | +432.5% | -501.3% | -82.5% |
| All | +16.5% | +2,120.5% | -2,104.0% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling