-48.6%
VFC vs USFR
+28.6%
-77.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | +25.5% | +0.4% | +25.1% | +25.1% |
| 3M | +41.3% | +1.1% | +40.2% | +40.0% |
| 6M | +22.2% | +2.0% | +20.2% | +20.2% |
| YTD | +16.4% | +3.5% | +12.9% | +13.2% |
| 1Y | +38.4% | +4.1% | +34.3% | +33.9% |
| 3Y | +56.2% | +14.4% | +41.9% | +38.1% |
| 5Y | -68.2% | +21.4% | -89.6% | -73.8% |
| All | -48.6% | +28.6% | -77.2% | -58.5% |
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