-69.7%
VFC vs S
-48.9%
-20.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.0% | -5.4% | +1.0% |
| 7D | +7.7% | +1.6% | +6.1% | +7.3% |
| 30D | +39.2% | -10.5% | +49.7% | +41.5% |
| 3M | +40.3% | +9.9% | +30.4% | +35.4% |
| 6M | +11.4% | +41.8% | -30.4% | +1.1% |
| YTD | +17.5% | +56.8% | -39.3% | +3.4% |
| 1Y | +45.9% | +39.0% | +6.9% | +31.2% |
| 3Y | +47.3% | +53.8% | -6.5% | +29.1% |
| 5Y | -67.2% | -68.6% | +1.4% | -69.1% |
| All | -69.7% | -48.9% | -20.9% | -71.4% |
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