-78.3%
VFC vs GWRE
+15.1%
-93.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | -1.4% | -13.2% | +11.8% | +2.3% |
| 30D | -9.0% | -18.6% | +9.6% | -5.3% |
| 3M | -24.2% | +18.9% | -43.1% | -30.3% |
| 6M | -18.5% | -11.0% | -7.6% | -19.8% |
| YTD | -25.9% | -29.9% | +4.0% | -21.2% |
| 1Y | -13.0% | -44.3% | +31.4% | +1.1% |
| 3Y | -20.3% | +51.7% | -72.0% | -40.4% |
| All | -78.3% | +15.1% | -93.4% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling