-48.6%
VFC vs WY
+5.0%
-53.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.1% |
| 7D | +1.6% | -0.8% | +2.4% | +2.2% |
| 30D | +25.5% | +10.1% | +15.4% | +17.7% |
| 3M | +41.3% | -15.4% | +56.7% | +56.4% |
| 6M | +22.2% | -8.3% | +30.5% | +27.7% |
| YTD | +16.4% | -9.8% | +26.2% | +22.0% |
| 1Y | +38.4% | -3.9% | +42.3% | +39.2% |
| 3Y | +56.2% | -23.3% | +79.5% | +87.2% |
| 5Y | -68.2% | -31.2% | -36.9% | -59.1% |
| All | -48.6% | +5.0% | -53.6% | -51.5% |
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