+55.6%
VFC vs VO
+16.3%
+39.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.6% | +2.7% |
| 7D | +21.5% | +1.0% | +20.5% | +19.2% |
| 30D | +46.7% | +2.6% | +44.0% | +39.0% |
| 3M | +38.4% | -0.3% | +38.7% | +39.5% |
| 6M | +15.2% | +7.6% | +7.6% | -0.6% |
| YTD | +17.8% | +14.7% | +3.1% | -11.5% |
| 1Y | +55.6% | +16.4% | +39.1% | +13.1% |
| All | +55.6% | +16.3% | +39.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling