-44.7%
VFC vs USFR
+28.6%
-73.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +38.3% | +0.4% | +37.9% | +38.0% |
| 3M | +40.2% | +1.1% | +39.1% | +39.3% |
| 6M | +10.6% | +2.1% | +8.6% | +9.4% |
| YTD | +16.7% | +3.4% | +13.3% | +14.5% |
| 1Y | +45.0% | +4.1% | +40.9% | +41.8% |
| 3Y | +48.8% | +14.4% | +34.4% | +37.6% |
| 5Y | -67.6% | +21.4% | -89.0% | -71.1% |
| 10Y | -47.5% | +28.5% | -76.1% | -54.6% |
| All | -44.7% | +28.6% | -73.3% | -50.4% |
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