-68.7%
VFC vs HDB
+32.4%
-101.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.4% |
| 7D | -2.3% | -4.9% | +2.5% | -0.2% |
| 30D | -13.4% | -5.8% | -7.5% | -11.1% |
| 3M | -23.7% | -5.2% | -18.5% | -22.4% |
| 6M | -24.5% | -25.7% | +1.3% | -14.9% |
| YTD | -27.8% | -39.6% | +11.7% | -11.3% |
| 1Y | -13.5% | -36.9% | +23.5% | +3.9% |
| 3Y | -27.1% | -29.7% | +2.6% | -18.2% |
| 5Y | -79.0% | -37.8% | -41.3% | -75.7% |
| 10Y | -68.7% | +33.7% | -102.5% | -72.9% |
| All | -68.7% | +32.4% | -101.2% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling