+163.6%
W vs VFC
-70.0%
+233.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | +1.1% |
| 7D | -4.2% | -1.6% | -2.6% | -3.1% |
| 30D | -7.6% | -11.6% | +4.1% | -0.5% |
| 3M | +37.2% | -18.1% | +55.3% | +53.9% |
| 6M | +26.3% | -27.4% | +53.7% | +51.3% |
| YTD | -1.0% | -24.8% | +23.8% | +15.8% |
| 1Y | +20.1% | -8.2% | +28.3% | +18.9% |
| 3Y | +37.8% | -29.1% | +66.9% | +37.7% |
| 5Y | -63.7% | -79.2% | +15.5% | -16.6% |
| 10Y | +156.3% | -68.1% | +224.4% | +295.8% |
| All | +163.6% | -70.0% | +233.6% | +285.4% |
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