+2,340.5%
EXC vs VFC
+845.1%
+1,495.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.5% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | -3.7% | -11.6% | +7.9% | -1.8% |
| 3M | -1.3% | -18.1% | +16.8% | +1.3% |
| 6M | -9.7% | -27.4% | +17.6% | -6.0% |
| YTD | +2.9% | -24.8% | +27.7% | +6.0% |
| 1Y | +4.4% | -8.2% | +12.6% | +2.9% |
| 3Y | +22.2% | -29.1% | +51.3% | +15.0% |
| 5Y | +46.7% | -79.2% | +125.9% | +76.0% |
| 10Y | +155.3% | -68.1% | +223.4% | +169.2% |
| All | +2,340.5% | +845.1% | +1,495.4% | +1,273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling