-74.2%
VFC vs Z
+25.1%
-99.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.9% |
| 7D | -1.6% | -3.0% | +1.4% | -0.9% |
| 30D | -11.6% | -4.2% | -7.4% | -10.9% |
| 3M | -18.1% | -3.7% | -14.4% | -17.8% |
| 6M | -27.4% | -24.5% | -2.8% | -22.7% |
| YTD | -24.8% | -49.3% | +24.5% | -12.7% |
| 1Y | -8.2% | -58.7% | +50.5% | +11.6% |
| 3Y | -29.1% | -34.1% | +5.0% | -22.7% |
| 5Y | -79.2% | -64.5% | -14.6% | -76.3% |
| 10Y | -68.1% | -0.5% | -67.6% | -72.2% |
| All | -74.2% | +25.1% | -99.3% | -78.6% |
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 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