+977.1%
BE vs VFC
-80.9%
+1,058.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -1.9% |
| 7D | +23.9% | -2.3% | +26.3% | +25.2% |
| 30D | +27.8% | -13.4% | +41.2% | +36.0% |
| 3M | +3.7% | -23.7% | +27.4% | +14.2% |
| 6M | +78.0% | -24.5% | +102.4% | +94.4% |
| YTD | +209.9% | -27.8% | +237.7% | +243.7% |
| 1Y | +389.6% | -13.5% | +403.1% | +385.7% |
| 3Y | +1,730.6% | -27.1% | +1,757.7% | +1,503.0% |
| 5Y | +1,227.8% | -79.0% | +1,306.8% | +2,606.7% |
| All | +977.1% | -80.9% | +1,058.0% | +1,848.4% |
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 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