+47.6%
EXC vs VFC
-79.1%
+126.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.3% |
| 30D | -3.7% | -11.6% | +7.9% | -3.3% |
| 3M | -1.3% | -18.1% | +16.8% | -0.7% |
| 6M | -9.7% | -27.4% | +17.6% | -8.9% |
| YTD | +2.9% | -24.8% | +27.7% | +3.5% |
| 1Y | +4.4% | -8.2% | +12.6% | +3.8% |
| 3Y | +22.2% | -29.1% | +51.3% | +20.2% |
| All | +47.6% | -79.1% | +126.7% | +70.8% |
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