-68.5%
VFC vs IT
+103.1%
-171.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.3% | -0.9% | +2.2% |
| 7D | -1.4% | -3.7% | +2.3% | 0.0% |
| 30D | -9.0% | +0.1% | -9.0% | -9.4% |
| 3M | -24.2% | +20.7% | -44.9% | -32.1% |
| 6M | -18.5% | +12.0% | -30.5% | -26.0% |
| YTD | -25.9% | -28.8% | +2.9% | -18.5% |
| 1Y | -13.0% | -25.5% | +12.5% | -6.8% |
| 3Y | -20.3% | -48.8% | +28.4% | +1.2% |
| 5Y | -78.1% | -42.7% | -35.3% | -74.3% |
| All | -68.5% | +103.1% | -171.6% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling