+16.5%
VFC vs IT
+24.8%
-8.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.6% |
| 7D | -1.4% | -6.8% | +5.5% | -0.9% |
| 30D | +30.7% | -0.6% | +31.3% | +30.4% |
| 3M | +40.6% | +3.1% | +37.6% | +39.7% |
| 6M | +16.5% | +25.5% | -9.0% | +12.2% |
| All | +16.5% | +24.8% | -8.3% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling