+159.2%
W vs VFC
-69.9%
+229.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.5% |
| 7D | +5.9% | -2.3% | +8.2% | +7.4% |
| 30D | -3.0% | -13.4% | +10.3% | +5.6% |
| 3M | +40.3% | -23.7% | +64.0% | +64.2% |
| 6M | +32.2% | -24.5% | +56.7% | +54.7% |
| YTD | -0.3% | -27.8% | +27.6% | +19.5% |
| 1Y | +16.2% | -13.5% | +29.6% | +19.4% |
| 3Y | +40.7% | -27.1% | +67.8% | +37.5% |
| 5Y | -62.3% | -79.0% | +16.7% | -13.4% |
| All | +159.2% | -69.9% | +229.1% | +321.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling