-60.2%
VFC vs Z
+6.6%
-66.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -1.4% | -13.1% | +11.7% | +1.9% |
| 30D | +30.7% | +5.9% | +24.9% | +28.4% |
| 3M | +40.6% | -13.7% | +54.3% | +44.4% |
| 6M | +16.5% | -27.1% | +43.6% | +24.1% |
| YTD | +16.2% | -56.8% | +73.0% | +39.2% |
| 1Y | +42.4% | -60.2% | +102.7% | +74.0% |
| 3Y | +48.1% | -19.7% | +67.8% | +56.1% |
| 5Y | -67.8% | -53.7% | -14.1% | -64.2% |
| 10Y | -48.5% | -16.9% | -31.6% | -53.5% |
| All | -60.2% | +6.6% | -66.7% | -65.9% |
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 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