-68.9%
XYZ vs VFC
-79.1%
+10.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.7% |
| 7D | -1.0% | -1.6% | +0.6% | -0.3% |
| 30D | -1.7% | -11.6% | +9.9% | +3.3% |
| 3M | +16.7% | -18.1% | +34.8% | +25.0% |
| 6M | +26.9% | -27.4% | +54.2% | +41.9% |
| YTD | +27.1% | -24.8% | +52.0% | +39.7% |
| 1Y | +9.3% | -8.2% | +17.5% | +8.6% |
| 3Y | +42.3% | -29.1% | +71.4% | +35.0% |
| All | -68.9% | -79.1% | +10.2% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling