-81.0%
VFC vs S
-57.8%
-23.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | +0.8% | -5.8% | +6.7% | +2.1% |
| 30D | -11.9% | -9.2% | -2.7% | -10.5% |
| 3M | -20.2% | +23.4% | -43.5% | -24.3% |
| 6M | -23.0% | +36.9% | -59.9% | -29.3% |
| YTD | -26.2% | +29.5% | -55.8% | -31.7% |
| 1Y | -13.3% | +5.4% | -18.8% | -16.6% |
| 3Y | -25.5% | +14.7% | -40.2% | -30.3% |
| 5Y | -78.1% | -71.5% | -6.6% | -78.4% |
| All | -81.0% | -57.8% | -23.2% | -81.1% |
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