+45.0%
VFC vs Z
-60.5%
+105.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.2% |
| 7D | +3.5% | -6.5% | +9.9% | +5.6% |
| 30D | +38.3% | -0.1% | +38.4% | +37.1% |
| 3M | +40.2% | -14.1% | +54.3% | +45.9% |
| 6M | +10.6% | -30.1% | +40.7% | +24.9% |
| YTD | +16.7% | -57.5% | +74.3% | +62.2% |
| 1Y | +45.0% | -60.3% | +105.3% | +110.6% |
| All | +45.0% | -60.5% | +105.5% | +110.6% |
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