+196.2%
W vs VFC
-54.2%
+250.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -3.6% | +11.2% | -14.8% | -9.6% |
| 30D | +7.0% | +41.5% | -34.6% | -13.5% |
| 3M | +7.4% | +38.9% | -31.6% | -12.6% |
| 6M | +69.3% | +6.1% | +63.2% | +61.0% |
| YTD | +11.3% | +14.5% | -3.3% | +0.3% |
| 1Y | +13.2% | +46.0% | -32.7% | -12.6% |
| 3Y | +142.0% | +36.4% | +105.6% | +66.8% |
| 5Y | -54.6% | -67.5% | +12.9% | -20.5% |
| 10Y | +243.7% | -45.8% | +289.6% | +284.1% |
| All | +196.2% | -54.2% | +250.5% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling