-68.7%
VFC vs VO
+193.0%
-261.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.1% |
| 7D | -2.3% | -0.6% | -1.8% | -1.6% |
| 30D | -13.4% | -1.9% | -11.4% | -11.0% |
| 3M | -23.7% | +3.3% | -27.0% | -26.5% |
| 6M | -24.5% | +9.7% | -34.1% | -32.7% |
| YTD | -27.8% | +12.6% | -40.4% | -37.7% |
| 1Y | -13.5% | +13.6% | -27.1% | -25.6% |
| 3Y | -27.1% | +56.8% | -83.9% | -55.2% |
| 5Y | -79.0% | +42.3% | -121.3% | -85.4% |
| 10Y | -68.7% | +199.2% | -267.9% | -89.6% |
| All | -68.7% | +193.0% | -261.7% | -89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling