-8.2%
VFC vs GWRE
-25.4%
+17.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -19.9% | +22.3% | +3.0% |
| 7D | -1.6% | -21.1% | +19.5% | -0.9% |
| 30D | -11.6% | +1.3% | -12.9% | -12.2% |
| 3M | -18.1% | +7.4% | -25.5% | -19.6% |
| 6M | -27.4% | +5.6% | -33.0% | -28.9% |
| YTD | -24.8% | -19.2% | -5.6% | -24.8% |
| 1Y | -8.2% | -25.1% | +16.9% | -7.3% |
| All | -8.2% | -25.4% | +17.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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