-67.9%
VFC vs Z
-55.4%
-12.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +1.1% |
| 7D | +11.2% | -4.6% | +15.8% | +12.8% |
| 30D | +41.5% | +8.3% | +33.2% | +36.0% |
| 3M | +38.9% | -11.6% | +50.5% | +43.2% |
| 6M | +6.1% | -33.6% | +39.8% | +21.4% |
| YTD | +14.5% | -56.7% | +71.2% | +52.3% |
| 1Y | +46.0% | -59.1% | +105.1% | +98.4% |
| 3Y | +36.4% | -20.4% | +56.8% | +46.0% |
| All | -67.9% | -55.4% | -12.5% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling