-60.7%
VFC vs Z
+6.9%
-67.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.7% |
| 7D | +11.2% | -4.6% | +15.8% | +12.3% |
| 30D | +41.5% | +8.3% | +33.2% | +38.1% |
| 3M | +38.9% | -11.6% | +50.5% | +41.9% |
| 6M | +6.1% | -33.6% | +39.8% | +15.7% |
| YTD | +14.5% | -56.7% | +71.2% | +37.2% |
| 1Y | +46.0% | -59.1% | +105.1% | +77.2% |
| 3Y | +36.4% | -20.4% | +56.8% | +44.0% |
| 5Y | -67.5% | -55.3% | -12.3% | -63.7% |
| 10Y | -45.8% | -14.2% | -31.6% | -51.3% |
| All | -60.7% | +6.9% | -67.6% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling