+634.6%
XYZ vs VFC
-46.8%
+681.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +12.6% | +3.5% | +9.1% | +11.2% |
| 30D | +10.8% | +38.3% | -27.5% | -3.7% |
| 3M | +8.4% | +40.2% | -31.8% | -6.6% |
| 6M | +14.3% | +10.6% | +3.7% | +7.6% |
| YTD | +31.5% | +16.7% | +14.7% | +19.9% |
| 1Y | +28.1% | +45.0% | -16.9% | +5.3% |
| 3Y | +66.2% | +48.8% | +17.4% | +9.5% |
| 5Y | -62.3% | -67.6% | +5.2% | -40.6% |
| 10Y | +634.6% | -47.5% | +682.1% | +808.5% |
| All | +634.6% | -46.8% | +681.4% | +808.5% |
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