+5.9%
EXC vs VFC
-11.5%
+17.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.6% |
| 7D | +1.2% | +0.8% | +0.4% | +1.3% |
| 30D | -2.7% | -11.9% | +9.2% | -3.1% |
| 3M | -1.0% | -20.2% | +19.2% | -1.4% |
| 6M | -9.3% | -23.0% | +13.7% | -10.1% |
| YTD | +3.6% | -26.2% | +29.8% | +2.0% |
| 1Y | +5.9% | -13.3% | +19.2% | +4.9% |
| All | +5.9% | -11.5% | +17.4% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling