+146.0%
VFC vs VO
+827.2%
-681.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.3% |
| 30D | -11.6% | -0.3% | -11.3% | -11.3% |
| 3M | -18.1% | +2.9% | -21.0% | -20.2% |
| 6M | -27.4% | +9.3% | -36.7% | -33.1% |
| YTD | -24.8% | +14.2% | -39.0% | -33.6% |
| 1Y | -8.2% | +15.3% | -23.5% | -19.1% |
| 3Y | -29.1% | +56.2% | -85.4% | -50.7% |
| 5Y | -79.2% | +42.4% | -121.6% | -83.9% |
| 10Y | -68.1% | +194.7% | -262.8% | -86.6% |
| All | +146.0% | +827.2% | -681.3% | -58.0% |
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