-46.1%
VFC vs HDB
+61.5%
-107.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.4% |
| 7D | +7.7% | +13.7% | -6.0% | +1.8% |
| 30D | +39.2% | +15.8% | +23.4% | +30.6% |
| 3M | +40.3% | +9.2% | +31.0% | +34.7% |
| 6M | +11.4% | +3.2% | +8.2% | +8.9% |
| YTD | +17.5% | -29.4% | +46.9% | +34.9% |
| 1Y | +45.9% | -27.9% | +73.8% | +65.6% |
| 3Y | +47.3% | -5.9% | +53.2% | +45.1% |
| 5Y | -67.2% | -23.5% | -43.7% | -65.2% |
| 10Y | -46.1% | +61.3% | -107.4% | -57.4% |
| All | -46.1% | +61.5% | -107.6% | -57.4% |
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