-75.8%
VFC vs NTR
+103.6%
-179.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.5% |
| 7D | +0.8% | +3.8% | -3.0% | -0.7% |
| 30D | -11.9% | +25.2% | -37.2% | -19.7% |
| 3M | -20.2% | +21.0% | -41.2% | -26.6% |
| 6M | -23.0% | +7.6% | -30.6% | -26.9% |
| YTD | -26.2% | +32.9% | -59.1% | -36.6% |
| 1Y | -13.3% | +43.1% | -56.4% | -28.3% |
| 3Y | -25.5% | +41.6% | -67.1% | -39.2% |
| 5Y | -78.1% | +54.8% | -132.9% | -85.1% |
| All | -75.8% | +103.6% | -179.4% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling