+773.2%
VFC vs WY
+676.8%
+96.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.3% |
| 7D | +0.8% | -2.1% | +2.9% | +1.7% |
| 30D | -11.9% | -10.5% | -1.5% | -7.8% |
| 3M | -20.2% | -4.9% | -15.3% | -18.7% |
| 6M | -23.0% | -4.9% | -18.1% | -21.5% |
| YTD | -26.2% | -1.7% | -24.6% | -26.1% |
| 1Y | -13.3% | -9.4% | -4.0% | -10.2% |
| 3Y | -25.5% | -22.3% | -3.2% | -15.6% |
| 5Y | -78.1% | -20.5% | -57.6% | -75.3% |
| 10Y | -68.8% | +4.9% | -73.7% | -69.8% |
| All | +773.2% | +676.8% | +96.4% | +304.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling