-75.7%
VFC vs NTR
+97.9%
-173.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.5% |
| 7D | -1.4% | -1.3% | -0.1% | -0.9% |
| 30D | -9.0% | +16.8% | -25.8% | -14.6% |
| 3M | -24.2% | +20.7% | -44.9% | -30.3% |
| 6M | -18.5% | +0.5% | -19.0% | -20.3% |
| YTD | -25.9% | +29.2% | -55.1% | -35.6% |
| 1Y | -13.0% | +39.6% | -52.6% | -27.3% |
| 3Y | -20.3% | +37.9% | -58.2% | -34.4% |
| 5Y | -78.1% | +47.1% | -125.1% | -84.7% |
| All | -75.7% | +97.9% | -173.6% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling