-14.6%
EW vs VFC
-67.4%
+52.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +11.0% | +11.2% | -0.2% | +9.5% |
| 30D | +19.1% | +41.5% | -22.4% | +13.9% |
| 3M | +14.4% | +38.9% | -24.6% | +9.5% |
| 6M | +22.8% | +6.1% | +16.6% | +21.0% |
| YTD | +19.8% | +14.5% | +5.3% | +16.5% |
| 1Y | +23.9% | +46.0% | -22.1% | +16.3% |
| 3Y | +52.2% | +36.4% | +15.8% | +33.9% |
| All | -14.6% | -67.4% | +52.9% | +31.3% |
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