-79.0%
VFC vs NWSA
+40.1%
-119.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -2.3% | -3.1% | +0.7% | -0.1% |
| 30D | -13.4% | +4.3% | -17.6% | -16.1% |
| 3M | -23.7% | +9.2% | -32.9% | -29.4% |
| 6M | -24.5% | +21.6% | -46.0% | -35.7% |
| YTD | -27.8% | +14.2% | -42.1% | -36.2% |
| 1Y | -13.5% | +1.8% | -15.2% | -16.7% |
| 3Y | -27.1% | +44.4% | -71.6% | -44.5% |
| 5Y | -79.0% | +41.0% | -120.0% | -84.8% |
| All | -79.0% | +40.1% | -119.1% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling