+192.7%
EXC vs VFC
-50.3%
+242.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | -1.9% | -1.4% | -0.5% | -1.8% |
| 30D | +7.8% | +24.6% | -16.9% | +4.7% |
| 3M | +1.9% | +38.4% | -36.6% | -2.4% |
| 6M | +3.4% | +15.3% | -11.9% | +0.8% |
| YTD | +7.6% | +12.7% | -5.2% | +4.4% |
| 1Y | +2.1% | +32.7% | -30.6% | -3.5% |
| 3Y | +29.6% | +43.7% | -14.1% | +9.2% |
| 5Y | +39.5% | -69.2% | +108.7% | +78.3% |
| All | +192.7% | -50.3% | +242.9% | +221.9% |
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