-78.1%
VFC vs USFR
+20.5%
-98.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.8% |
| 7D | +0.8% | +0.1% | +0.8% | +0.9% |
| 30D | -11.9% | +0.3% | -12.3% | -11.5% |
| 3M | -20.2% | +1.0% | -21.1% | -18.7% |
| 6M | -23.0% | +1.9% | -24.9% | -20.1% |
| YTD | -26.2% | +2.7% | -28.9% | -22.6% |
| 1Y | -13.3% | +4.0% | -17.4% | -7.4% |
| 3Y | -25.5% | +14.0% | -39.5% | -11.7% |
| 5Y | -78.1% | +20.4% | -98.5% | -71.6% |
| All | -78.1% | +20.5% | -98.6% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling