+641.7%
BE vs VFC
-69.1%
+710.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -13.4% | +3.5% | -16.9% | -14.6% |
| 30D | -33.9% | +38.3% | -72.2% | -43.4% |
| 3M | -12.0% | +40.2% | -52.1% | -25.2% |
| 6M | -29.0% | +10.6% | -39.6% | -34.7% |
| YTD | +113.4% | +16.7% | +96.7% | +88.9% |
| 1Y | +33.2% | +45.0% | -11.8% | +4.7% |
| 3Y | +1,659.2% | +48.8% | +1,610.4% | +988.6% |
| 5Y | +461.4% | -67.6% | +528.9% | +842.1% |
| All | +641.7% | -69.1% | +710.8% | +970.6% |
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