+554.0%
XYZ vs VFC
-53.2%
+607.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +12.1% | +11.2% | +0.9% | +7.2% |
| 30D | +12.4% | +41.5% | -29.1% | -3.3% |
| 3M | +8.2% | +38.9% | -30.8% | -6.4% |
| 6M | +20.7% | +6.1% | +14.5% | +15.6% |
| YTD | +31.3% | +14.5% | +16.8% | +20.7% |
| 1Y | +20.5% | +46.0% | -25.4% | -1.3% |
| 3Y | +72.6% | +36.4% | +36.2% | +19.6% |
| 5Y | -64.0% | -67.5% | +3.5% | -44.2% |
| 10Y | +601.8% | -45.8% | +647.7% | +704.1% |
| All | +554.0% | -53.2% | +607.2% | +634.4% |
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