+32.7%
VFC vs Z
-61.0%
+93.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.2% |
| 7D | -1.4% | -4.9% | +3.5% | +0.3% |
| 30D | +24.6% | +3.0% | +21.7% | +22.4% |
| 3M | +38.4% | -13.4% | +51.8% | +43.6% |
| 6M | +15.3% | -27.3% | +42.6% | +28.1% |
| YTD | +12.7% | -57.8% | +70.5% | +58.8% |
| 1Y | +32.7% | -60.0% | +92.7% | +92.9% |
| All | +32.7% | -61.0% | +93.7% | +92.9% |
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