+1,251.0%
BE vs VFC
-78.3%
+1,329.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.9% | +11.5% | +10.3% |
| 7D | +29.8% | +0.8% | +28.9% | +29.3% |
| 30D | +26.4% | -11.9% | +38.3% | +32.3% |
| 3M | +9.3% | -20.2% | +29.5% | +16.4% |
| 6M | +105.1% | -23.0% | +128.0% | +119.2% |
| YTD | +219.0% | -26.2% | +245.3% | +245.3% |
| 1Y | +418.8% | -13.3% | +432.1% | +415.6% |
| 3Y | +1,784.6% | -25.5% | +1,810.0% | +1,604.3% |
| 5Y | +1,251.0% | -78.1% | +1,329.1% | +3,021.2% |
| All | +1,251.0% | -78.3% | +1,329.3% | +3,021.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling