+243.6%
W vs VFC
-44.8%
+288.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.0% |
| 7D | +3.3% | +7.7% | -4.4% | -1.0% |
| 30D | +10.5% | +39.2% | -28.7% | -9.6% |
| 3M | +9.6% | +40.3% | -30.6% | -11.2% |
| 6M | +76.4% | +11.4% | +65.0% | +63.0% |
| YTD | +16.4% | +17.5% | -1.1% | +3.3% |
| 1Y | +9.3% | +45.9% | -36.5% | -15.6% |
| 3Y | +172.8% | +47.3% | +125.5% | +78.4% |
| 5Y | -53.4% | -67.2% | +13.8% | -18.5% |
| 10Y | +243.6% | -46.1% | +289.7% | +321.9% |
| All | +243.6% | -44.8% | +288.4% | +321.9% |
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 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