+274.7%
VFC vs VO
+797.8%
-523.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | +11.2% | -2.6% | +13.8% | +14.2% |
| 30D | +41.5% | -0.9% | +42.5% | +42.9% |
| 3M | +38.9% | -3.0% | +41.9% | +43.5% |
| 6M | +6.1% | +2.2% | +3.9% | +4.3% |
| YTD | +14.5% | +10.6% | +4.0% | +4.7% |
| 1Y | +46.0% | +12.5% | +33.4% | +31.5% |
| 3Y | +36.4% | +61.4% | -25.0% | -7.7% |
| 5Y | -67.5% | +33.4% | -101.0% | -73.3% |
| 10Y | -45.8% | +201.5% | -247.4% | -77.4% |
| All | +274.7% | +797.8% | -523.0% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling