-20.3%
VFC vs NTRS
+168.2%
-188.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.5% |
| 7D | -1.4% | +1.4% | -2.8% | -2.5% |
| 30D | -9.0% | -0.7% | -8.3% | -8.5% |
| 3M | -24.2% | +11.3% | -35.5% | -31.0% |
| 6M | -18.5% | +35.5% | -54.0% | -37.8% |
| YTD | -25.9% | +40.6% | -66.5% | -45.5% |
| 1Y | -13.0% | +49.2% | -62.2% | -39.5% |
| 3Y | -20.3% | +167.2% | -187.6% | -69.0% |
| All | -20.3% | +168.2% | -188.5% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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