-41.6%
VFC vs GWRE
+736.4%
-777.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -4.0% | -30.9% | +27.0% | +5.2% |
| 30D | -14.6% | -20.7% | +6.1% | -10.3% |
| 3M | -23.1% | +20.2% | -43.3% | -29.0% |
| 6M | -25.2% | -11.9% | -13.4% | -26.1% |
| YTD | -29.5% | -30.3% | +0.8% | -25.8% |
| 1Y | -14.4% | -44.6% | +30.3% | -3.4% |
| 3Y | -28.7% | +48.8% | -77.5% | -42.2% |
| 5Y | -79.1% | +14.8% | -93.9% | -82.4% |
| 10Y | -69.4% | +128.1% | -197.5% | -78.5% |
| All | -41.6% | +736.4% | -777.9% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling