+533.2%
XYZ vs VFC
-69.3%
+602.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.8% |
| 7D | -1.0% | -1.6% | +0.6% | -0.2% |
| 30D | -1.7% | -11.6% | +9.9% | +3.7% |
| 3M | +16.7% | -18.1% | +34.8% | +25.6% |
| 6M | +26.9% | -27.4% | +54.2% | +43.1% |
| YTD | +27.1% | -24.8% | +52.0% | +40.6% |
| 1Y | +9.3% | -8.2% | +17.5% | +8.4% |
| 3Y | +42.3% | -29.1% | +71.4% | +31.6% |
| 5Y | -69.3% | -79.2% | +9.8% | -42.4% |
| 10Y | +586.8% | -68.1% | +654.9% | +890.7% |
| All | +533.2% | -69.3% | +602.5% | +755.4% |
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