-20.3%
VFC vs NTR
+36.8%
-57.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.5% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -9.0% | +16.8% | -25.8% | -13.3% |
| 3M | -24.2% | +20.7% | -44.9% | -28.9% |
| 6M | -18.5% | +0.5% | -19.0% | -19.3% |
| YTD | -25.9% | +29.2% | -55.1% | -35.4% |
| 1Y | -13.0% | +39.6% | -52.6% | -27.5% |
| 3Y | -20.3% | +37.9% | -58.2% | -34.7% |
| All | -20.3% | +36.8% | -57.1% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling