+1,580.2%
BE vs VFC
-24.8%
+1,605.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +6.7% |
| 7D | +20.0% | -1.6% | +21.6% | +20.5% |
| 30D | +7.9% | -11.6% | +19.5% | +11.5% |
| 3M | -13.2% | -18.1% | +4.9% | -9.7% |
| 6M | +53.5% | -27.4% | +80.8% | +64.7% |
| YTD | +191.0% | -24.8% | +215.8% | +207.4% |
| 1Y | +360.5% | -8.2% | +368.7% | +351.1% |
| All | +1,580.2% | -24.8% | +1,605.0% | +1,448.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling