-69.9%
VFC vs WY
+7.2%
-77.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | +0.2% |
| 7D | -3.3% | -3.7% | +0.4% | -0.9% |
| 30D | -14.0% | -11.3% | -2.7% | -7.2% |
| 3M | -22.6% | -8.1% | -14.4% | -18.7% |
| 6M | -24.7% | -7.4% | -17.3% | -21.4% |
| YTD | -29.0% | -4.7% | -24.3% | -27.7% |
| 1Y | -13.8% | -9.2% | -4.6% | -9.5% |
| 3Y | -28.2% | -24.7% | -3.5% | -12.7% |
| 5Y | -79.0% | -21.6% | -57.4% | -75.0% |
| All | -69.9% | +7.2% | -77.1% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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