-34.8%
VFC vs NWSA
+102.5%
-137.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.6% | +1.8% |
| 7D | +1.6% | +2.2% | -0.6% | +0.4% |
| 30D | +25.5% | -8.8% | +34.2% | +31.3% |
| 3M | +41.3% | -6.5% | +47.8% | +45.4% |
| 6M | +22.2% | +1.5% | +20.7% | +19.1% |
| YTD | +16.4% | +4.0% | +12.4% | +11.3% |
| 1Y | +38.4% | +3.4% | +35.0% | +33.0% |
| 3Y | +56.2% | +34.8% | +21.4% | +32.8% |
| 5Y | -68.2% | +18.4% | -86.5% | -71.6% |
| 10Y | -48.4% | +149.2% | -197.5% | -69.5% |
| All | -34.8% | +102.5% | -137.3% | -59.5% |
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