+280.1%
VFC vs VO
+833.6%
-553.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.8% |
| 7D | -1.4% | +0.2% | -1.6% | -1.7% |
| 30D | +30.7% | +2.0% | +28.7% | +28.1% |
| 3M | +40.6% | -0.3% | +40.9% | +41.2% |
| 6M | +16.5% | +7.3% | +9.2% | +8.9% |
| YTD | +16.2% | +15.0% | +1.2% | +1.9% |
| 1Y | +42.4% | +14.7% | +27.7% | +25.7% |
| 3Y | +48.1% | +67.3% | -19.2% | -3.5% |
| 5Y | -67.8% | +38.8% | -106.6% | -74.6% |
| 10Y | -48.5% | +201.6% | -250.0% | -78.7% |
| All | +280.1% | +833.6% | -553.6% | -35.5% |
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