+55.6%
VFC vs IT
-17.9%
+73.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +3.0% | +4.3% |
| 7D | +21.5% | -5.5% | +26.9% | +21.9% |
| 30D | +46.7% | +10.3% | +36.3% | +44.6% |
| 3M | +38.4% | +11.5% | +26.9% | +36.0% |
| 6M | +15.2% | +40.3% | -25.0% | +9.1% |
| YTD | +17.8% | -17.9% | +35.7% | +32.6% |
| 1Y | +55.6% | -8.8% | +64.4% | +55.6% |
| All | +55.6% | -17.9% | +73.5% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling