-80.6%
VFC vs S
-56.8%
-23.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -1.6% | -7.7% | +6.1% | 0.0% |
| 30D | -11.6% | -5.3% | -6.3% | -11.0% |
| 3M | -18.1% | +20.3% | -38.4% | -22.0% |
| 6M | -27.4% | +47.4% | -74.7% | -34.4% |
| YTD | -24.8% | +32.5% | -57.4% | -30.7% |
| 1Y | -8.2% | +9.5% | -17.7% | -12.4% |
| 3Y | -29.1% | +15.5% | -44.6% | -33.9% |
| 5Y | -79.2% | -71.2% | -8.0% | -79.5% |
| All | -80.6% | -56.8% | -23.9% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling