+64.5%
XYZ vs VFC
+50.4%
+14.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | +12.6% | +3.5% | +9.1% | +11.7% |
| 30D | +10.8% | +38.3% | -27.5% | +0.9% |
| 3M | +8.4% | +40.2% | -31.8% | -1.8% |
| 6M | +14.3% | +10.6% | +3.7% | +9.9% |
| YTD | +31.5% | +16.7% | +14.7% | +24.1% |
| 1Y | +28.1% | +45.0% | -16.9% | +13.5% |
| All | +64.5% | +50.4% | +14.1% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling