+43.8%
EXC vs VFC
-67.4%
+111.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.2% | +11.2% | -12.4% | -1.6% |
| 30D | +10.0% | +41.5% | -31.6% | +8.6% |
| 3M | +1.6% | +38.9% | -37.3% | +0.4% |
| 6M | +3.3% | +6.1% | -2.9% | +2.8% |
| YTD | +7.6% | +14.5% | -7.0% | +6.6% |
| 1Y | +3.5% | +46.0% | -42.5% | +1.3% |
| 3Y | +27.7% | +36.4% | -8.7% | +20.5% |
| All | +43.8% | -67.4% | +111.3% | +67.0% |
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