-64.4%
VFC vs USFR
+27.5%
-91.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -11.6% | +0.3% | -11.9% | -11.8% |
| 3M | -18.1% | +1.0% | -19.1% | -18.6% |
| 6M | -27.4% | +1.9% | -29.3% | -28.1% |
| YTD | -24.8% | +2.6% | -27.4% | -25.9% |
| 1Y | -8.2% | +4.0% | -12.2% | -10.2% |
| 3Y | -29.1% | +14.1% | -43.2% | -34.4% |
| 5Y | -79.2% | +20.4% | -99.6% | -81.4% |
| 10Y | -68.1% | +28.0% | -96.1% | -72.3% |
| All | -64.4% | +27.5% | -91.9% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling