+152.3%
W vs VFC
-70.4%
+222.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.7% |
| 7D | +0.5% | -3.3% | +3.8% | +2.5% |
| 30D | -5.6% | -14.0% | +8.4% | +3.3% |
| 3M | +41.9% | -22.6% | +64.5% | +64.5% |
| 6M | +30.2% | -24.7% | +54.9% | +52.7% |
| YTD | -2.9% | -29.0% | +26.0% | +17.4% |
| 1Y | +11.6% | -13.8% | +25.4% | +14.9% |
| 3Y | +37.0% | -28.2% | +65.2% | +35.1% |
| 5Y | -62.8% | -79.0% | +16.2% | -14.4% |
| All | +152.3% | -70.4% | +222.7% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling