+121.7%
EW vs VFC
-69.1%
+190.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.7% | -3.2% |
| 7D | -4.4% | +0.8% | -5.3% | -4.6% |
| 30D | -3.3% | -11.9% | +8.6% | -1.0% |
| 3M | +1.0% | -20.2% | +21.2% | +4.6% |
| 6M | +6.2% | -23.0% | +29.2% | +10.3% |
| YTD | +1.7% | -26.2% | +27.9% | +6.2% |
| 1Y | +8.1% | -13.3% | +21.4% | +8.1% |
| 3Y | +17.1% | -25.5% | +42.6% | +8.5% |
| 5Y | -29.4% | -78.1% | +48.8% | -1.6% |
| 10Y | +121.7% | -68.8% | +190.5% | +202.1% |
| All | +121.7% | -69.1% | +190.8% | +202.1% |
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