-25.5%
VFC vs NWSA
+44.8%
-70.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.3% |
| 7D | +0.8% | -2.6% | +3.5% | +3.1% |
| 30D | -11.9% | +4.6% | -16.5% | -15.4% |
| 3M | -20.2% | +10.2% | -30.4% | -27.8% |
| 6M | -23.0% | +21.6% | -44.6% | -36.9% |
| YTD | -26.2% | +14.6% | -40.9% | -36.6% |
| 1Y | -13.3% | +0.4% | -13.7% | -14.8% |
| 3Y | -25.5% | +45.0% | -70.5% | -52.8% |
| All | -25.5% | +44.8% | -70.2% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling