-78.1%
VFC vs IT
-44.6%
-33.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.4% | +5.6% | +0.7% |
| 7D | +0.8% | -9.1% | +10.0% | +4.0% |
| 30D | -11.9% | -7.0% | -4.9% | -10.1% |
| 3M | -20.2% | +7.6% | -27.8% | -24.3% |
| 6M | -23.0% | +2.1% | -25.1% | -26.4% |
| YTD | -26.2% | -31.6% | +5.4% | -16.5% |
| 1Y | -13.3% | -29.9% | +16.6% | -3.8% |
| 3Y | -25.5% | -51.3% | +25.8% | -0.1% |
| 5Y | -78.1% | -44.8% | -33.3% | -73.6% |
| All | -78.1% | -44.6% | -33.5% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling