-67.6%
VFC vs IT
-43.9%
-23.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +3.5% | -7.5% | +11.0% | +6.2% |
| 30D | +38.3% | -1.2% | +39.4% | +37.6% |
| 3M | +40.2% | -2.2% | +42.4% | +38.8% |
| 6M | +10.6% | +19.1% | -8.5% | -1.2% |
| YTD | +16.7% | -25.1% | +41.9% | +26.7% |
| 1Y | +45.0% | -17.4% | +62.4% | +49.2% |
| 3Y | +48.8% | -54.1% | +102.9% | +107.9% |
| 5Y | -67.6% | -42.7% | -24.9% | -61.1% |
| All | -67.6% | -43.9% | -23.6% | -61.1% |
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