+845.5%
VFC vs IT
+6,324.9%
-5,479.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.0% |
| 7D | -1.4% | -6.8% | +5.5% | +0.1% |
| 30D | +30.7% | -0.6% | +31.3% | +30.3% |
| 3M | +40.6% | +3.1% | +37.6% | +38.5% |
| 6M | +16.5% | +25.5% | -9.0% | +7.8% |
| YTD | +16.2% | -23.5% | +39.7% | +18.8% |
| 1Y | +42.4% | -16.6% | +59.1% | +42.8% |
| 3Y | +48.1% | -53.1% | +101.2% | +68.6% |
| 5Y | -67.8% | -41.4% | -26.4% | -65.3% |
| 10Y | -48.5% | +90.9% | -139.4% | -56.6% |
| All | +845.5% | +6,324.9% | -5,479.4% | +310.4% |
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