-57.9%
VFC vs NWSA
+127.4%
-185.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.4% |
| 7D | -1.6% | -1.9% | +0.3% | -0.6% |
| 30D | -11.6% | +4.6% | -16.2% | -14.0% |
| 3M | -18.1% | +13.2% | -31.3% | -24.2% |
| 6M | -27.4% | +27.0% | -54.3% | -37.1% |
| YTD | -24.8% | +16.8% | -41.7% | -32.1% |
| 1Y | -8.2% | +4.5% | -12.7% | -12.0% |
| 3Y | -29.1% | +46.2% | -75.3% | -41.9% |
| 5Y | -79.2% | +40.9% | -120.1% | -83.0% |
| 10Y | -68.1% | +145.1% | -213.2% | -81.5% |
| All | -57.9% | +127.4% | -185.3% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling