+183.8%
EXC vs VFC
-44.8%
+228.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | -1.7% | +7.7% | -9.4% | -2.7% |
| 30D | +9.3% | +39.2% | -29.9% | +4.8% |
| 3M | +1.0% | +40.3% | -39.2% | -3.4% |
| 6M | +5.9% | +11.4% | -5.4% | +3.8% |
| YTD | +7.6% | +17.5% | -9.9% | +3.9% |
| 1Y | +2.4% | +45.9% | -43.5% | -4.4% |
| 3Y | +30.2% | +47.3% | -17.1% | +9.7% |
| 5Y | +41.4% | -67.2% | +108.6% | +78.2% |
| 10Y | +183.8% | -46.1% | +229.9% | +212.4% |
| All | +183.8% | -44.8% | +228.5% | +212.4% |
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