-68.8%
VFC vs Z
-7.0%
-61.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.6% | -0.2% |
| 7D | +0.8% | -3.3% | +4.1% | +1.6% |
| 30D | -11.9% | -3.7% | -8.2% | -11.3% |
| 3M | -20.2% | -7.0% | -13.2% | -19.1% |
| 6M | -23.0% | -29.5% | +6.5% | -16.5% |
| YTD | -26.2% | -52.6% | +26.3% | -12.4% |
| 1Y | -13.3% | -64.0% | +50.7% | +9.9% |
| 3Y | -25.5% | -36.4% | +11.0% | -17.6% |
| 5Y | -78.1% | -65.8% | -12.4% | -74.8% |
| 10Y | -68.8% | -5.8% | -63.0% | -72.1% |
| All | -68.8% | -7.0% | -61.8% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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