+668.0%
BE vs VFC
-69.2%
+737.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.2% | -6.4% |
| 7D | +10.8% | +1.6% | +9.2% | +10.0% |
| 30D | -19.8% | +25.5% | -45.3% | -27.9% |
| 3M | -18.7% | +41.3% | -60.0% | -31.3% |
| 6M | -33.7% | +22.2% | -56.0% | -41.7% |
| YTD | +121.0% | +16.4% | +104.6% | +95.6% |
| 1Y | +85.4% | +38.4% | +47.0% | +49.0% |
| 3Y | +1,709.5% | +56.2% | +1,653.3% | +984.8% |
| 5Y | +462.2% | -68.2% | +530.4% | +853.6% |
| All | +668.0% | -69.2% | +737.2% | +1,008.7% |
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