-71.0%
VFC vs S
-51.5%
-19.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.3% | -1.7% |
| 7D | -1.4% | +4.1% | -5.5% | -2.3% |
| 30D | +24.6% | -7.2% | +31.8% | +25.8% |
| 3M | +38.4% | 0.0% | +38.5% | +36.3% |
| 6M | +15.3% | +41.6% | -26.3% | +4.6% |
| YTD | +12.7% | +48.6% | -35.9% | +0.2% |
| 1Y | +32.7% | +30.0% | +2.6% | +21.0% |
| 3Y | +43.7% | +42.2% | +1.5% | +27.8% |
| 5Y | -69.2% | -70.8% | +1.6% | -70.6% |
| All | -71.0% | -51.5% | -19.4% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling