-67.9%
VFC vs S
-67.4%
-0.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +11.2% | -13.4% | +24.6% | +14.5% |
| 30D | +41.5% | -14.0% | +55.5% | +45.3% |
| 3M | +38.9% | +4.9% | +34.1% | +35.1% |
| 6M | +6.1% | +42.0% | -35.9% | -4.6% |
| YTD | +14.5% | +45.1% | -30.6% | +1.4% |
| 1Y | +46.0% | +33.1% | +12.9% | +31.2% |
| 3Y | +36.4% | +40.6% | -4.3% | +20.2% |
| All | -67.9% | -67.4% | -0.5% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling