-68.4%
VFC vs WY
-31.4%
-37.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +1.8% |
| 7D | +1.6% | -0.8% | +2.4% | +2.4% |
| 30D | +25.5% | +10.1% | +15.4% | +14.8% |
| 3M | +41.3% | -15.4% | +56.7% | +62.3% |
| 6M | +22.2% | -8.3% | +30.5% | +29.1% |
| YTD | +16.4% | -9.8% | +26.2% | +22.8% |
| 1Y | +38.4% | -3.9% | +42.3% | +36.9% |
| 3Y | +56.2% | -23.3% | +79.5% | +96.3% |
| All | -68.4% | -31.4% | -37.0% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling