-68.7%
VFC vs USFR
+28.0%
-96.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -13.4% | +0.3% | -13.6% | -13.6% |
| 3M | -23.7% | +1.0% | -24.7% | -24.3% |
| 6M | -24.5% | +1.9% | -26.4% | -25.6% |
| YTD | -27.8% | +2.7% | -30.5% | -29.4% |
| 1Y | -13.5% | +4.0% | -17.4% | -16.2% |
| 3Y | -27.1% | +14.0% | -41.1% | -35.5% |
| 5Y | -79.0% | +20.4% | -99.4% | -82.6% |
| 10Y | -68.7% | +28.0% | -96.7% | -75.2% |
| All | -68.7% | +28.0% | -96.7% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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