+36.4%
VFC vs HDB
-11.1%
+47.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.5% |
| 7D | +11.2% | +13.3% | -2.1% | +6.1% |
| 30D | +41.5% | +13.6% | +28.0% | +34.9% |
| 3M | +38.9% | +5.8% | +33.2% | +35.6% |
| 6M | +6.1% | -1.9% | +8.1% | +5.8% |
| YTD | +14.5% | -31.2% | +45.7% | +27.5% |
| 1Y | +46.0% | -29.6% | +75.5% | +60.9% |
| 3Y | +36.4% | -10.1% | +46.5% | +29.3% |
| All | +36.4% | -11.1% | +47.5% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling