-67.6%
VFC vs USFR
+21.4%
-89.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +3.5% | +0.1% | +3.4% | +3.6% |
| 30D | +38.3% | +0.4% | +37.9% | +38.9% |
| 3M | +40.2% | +1.1% | +39.1% | +42.0% |
| 6M | +10.6% | +2.1% | +8.6% | +14.2% |
| YTD | +16.7% | +3.4% | +13.3% | +23.5% |
| 1Y | +45.0% | +4.1% | +40.9% | +54.8% |
| 3Y | +48.8% | +14.4% | +34.4% | +74.6% |
| 5Y | -67.6% | +21.4% | -89.0% | -58.8% |
| All | -67.6% | +21.4% | -89.0% | -58.8% |
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