+911.5%
BE vs VFC
-80.1%
+991.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +6.3% |
| 7D | +20.0% | -1.6% | +21.6% | +20.8% |
| 30D | +7.9% | -11.6% | +19.5% | +13.9% |
| 3M | -13.2% | -18.1% | +4.9% | -7.5% |
| 6M | +53.5% | -27.4% | +80.8% | +71.7% |
| YTD | +191.0% | -24.8% | +215.8% | +217.0% |
| 1Y | +360.5% | -8.2% | +368.7% | +343.7% |
| 3Y | +1,568.0% | -29.1% | +1,597.1% | +1,402.5% |
| 5Y | +1,055.2% | -79.2% | +1,134.3% | +2,286.9% |
| All | +911.5% | -80.1% | +991.6% | +1,697.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling