+387.2%
BE vs VFC
-67.4%
+454.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | -14.7% | +11.2% | -25.9% | -18.0% |
| 30D | -40.5% | +41.5% | -82.0% | -48.1% |
| 3M | -24.3% | +38.9% | -63.3% | -33.7% |
| 6M | -39.3% | +6.1% | -45.5% | -42.3% |
| YTD | +99.4% | +14.5% | +84.8% | +81.8% |
| 1Y | +26.6% | +46.0% | -19.4% | +3.5% |
| 3Y | +1,616.9% | +36.4% | +1,580.6% | +1,111.1% |
| All | +387.2% | -67.4% | +454.6% | +839.0% |
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