-48.6%
VFC vs VO
+197.6%
-246.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +1.6% | +3.1% | -1.5% | -2.6% |
| 30D | +25.5% | +2.2% | +23.3% | +21.8% |
| 3M | +41.3% | -2.5% | +43.8% | +46.3% |
| 6M | +22.2% | +7.0% | +15.3% | +12.0% |
| YTD | +16.4% | +14.0% | +2.4% | -1.3% |
| 1Y | +38.4% | +15.6% | +22.8% | +15.6% |
| 3Y | +56.2% | +66.2% | -10.0% | -10.7% |
| 5Y | -68.2% | +36.6% | -104.8% | -76.8% |
| All | -48.6% | +197.6% | -246.3% | -83.6% |
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