+271.2%
EW vs VFC
-48.6%
+319.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -2.0% | +0.6% |
| 7D | +4.9% | +1.6% | +3.3% | +4.6% |
| 30D | +23.9% | +25.5% | -1.5% | +18.5% |
| 3M | +15.8% | +41.3% | -25.5% | +7.9% |
| 6M | +31.7% | +22.2% | +9.4% | +25.1% |
| YTD | +25.7% | +16.4% | +9.3% | +19.8% |
| 1Y | +24.4% | +38.4% | -14.0% | +14.0% |
| 3Y | +65.9% | +56.2% | +9.6% | +30.5% |
| 5Y | -7.6% | -68.2% | +60.5% | +21.9% |
| All | +271.2% | -48.6% | +319.9% | +335.4% |
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 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