-69.9%
VFC vs NWSA
+148.8%
-218.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -3.3% | -4.8% | +1.5% | -0.4% |
| 30D | -14.0% | +3.0% | -17.0% | -15.6% |
| 3M | -22.6% | +9.3% | -31.9% | -27.3% |
| 6M | -24.7% | +23.2% | -47.9% | -34.5% |
| YTD | -29.0% | +13.3% | -42.3% | -35.3% |
| 1Y | -13.8% | +2.9% | -16.7% | -17.0% |
| 3Y | -28.2% | +43.3% | -71.6% | -41.8% |
| 5Y | -79.0% | +40.9% | -119.9% | -83.2% |
| All | -69.9% | +148.8% | -218.7% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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