-13.3%
VFC vs Z
-63.3%
+49.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.6% | +0.6% |
| 7D | +0.8% | -3.3% | +4.1% | +1.9% |
| 30D | -11.9% | -3.7% | -8.2% | -11.1% |
| 3M | -20.2% | -7.0% | -13.2% | -18.7% |
| 6M | -23.0% | -29.5% | +6.5% | -12.3% |
| YTD | -26.2% | -52.6% | +26.3% | -1.9% |
| 1Y | -13.3% | -64.0% | +50.7% | +22.3% |
| All | -13.3% | -63.3% | +49.9% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling