+511.8%
VFC vs IT
+6,105.9%
-5,594.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +3.4% |
| 7D | -1.6% | -6.0% | +4.4% | -0.3% |
| 30D | -11.6% | 0.0% | -11.6% | -11.8% |
| 3M | -18.1% | +13.1% | -31.2% | -21.5% |
| 6M | -27.4% | +11.7% | -39.0% | -30.7% |
| YTD | -24.8% | -26.1% | +1.3% | -22.0% |
| 1Y | -8.2% | -21.3% | +13.0% | -6.2% |
| 3Y | -29.1% | -46.7% | +17.6% | -21.0% |
| 5Y | -79.2% | -40.5% | -38.7% | -77.5% |
| 10Y | -68.1% | +103.9% | -172.0% | -73.3% |
| All | +511.8% | +6,105.9% | -5,594.1% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling