+777.3%
VFC vs NTRS
+7,800.3%
-7,023.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.9% |
| 7D | -1.4% | +1.4% | -2.8% | -2.0% |
| 30D | -9.0% | -0.7% | -8.3% | -8.7% |
| 3M | -24.2% | +11.3% | -35.5% | -27.7% |
| 6M | -18.5% | +35.5% | -54.0% | -28.6% |
| YTD | -25.9% | +40.6% | -66.5% | -36.1% |
| 1Y | -13.0% | +49.2% | -62.2% | -26.9% |
| 3Y | -20.3% | +167.2% | -187.6% | -46.9% |
| 5Y | -78.1% | +94.9% | -173.0% | -83.5% |
| 10Y | -67.9% | +259.5% | -327.4% | -80.8% |
| All | +777.3% | +7,800.3% | -7,023.0% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling