-67.8%
VFC vs NWSA
+18.7%
-86.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | -1.4% | -12.2% | +10.8% | +7.4% |
| 30D | +30.7% | -8.7% | +39.4% | +38.2% |
| 3M | +40.6% | -6.0% | +46.6% | +44.8% |
| 6M | +16.5% | -0.3% | +16.8% | +13.3% |
| YTD | +16.2% | +3.5% | +12.7% | +8.6% |
| 1Y | +42.4% | +0.8% | +41.7% | +36.4% |
| 3Y | +48.1% | +31.1% | +16.9% | +18.0% |
| 5Y | -67.8% | +18.8% | -86.6% | -73.9% |
| All | -67.8% | +18.7% | -86.5% | -73.9% |
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