+55.6%
VFC vs GWRE
-24.5%
+80.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.9% | -1.5% | +4.1% |
| 7D | +21.5% | +2.2% | +19.3% | +21.3% |
| 30D | +46.7% | +4.5% | +42.1% | +46.3% |
| 3M | +38.4% | +6.4% | +32.0% | +36.9% |
| 6M | +15.2% | +18.8% | -3.6% | +12.1% |
| YTD | +17.8% | -15.1% | +32.9% | +27.4% |
| 1Y | +55.6% | -23.4% | +79.0% | +87.4% |
| All | +55.6% | -24.5% | +80.1% | +87.4% |
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