+7,328.4%
EW vs VFC
+604.3%
+6,724.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +11.0% | +11.2% | -0.2% | +8.5% |
| 30D | +19.1% | +41.5% | -22.4% | +10.5% |
| 3M | +14.4% | +38.9% | -24.6% | +6.4% |
| 6M | +22.8% | +6.1% | +16.6% | +19.7% |
| YTD | +19.8% | +14.5% | +5.3% | +14.1% |
| 1Y | +23.9% | +46.0% | -22.1% | +11.5% |
| 3Y | +52.2% | +36.4% | +15.8% | +24.5% |
| 5Y | -13.9% | -67.5% | +53.6% | +0.7% |
| 10Y | +241.9% | -45.8% | +287.7% | +236.7% |
| All | +7,328.4% | +604.3% | +6,724.1% | +4,289.4% |
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 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