+514.9%
GEV vs VFC
+50.8%
+464.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.5% |
| 7D | +3.7% | +1.6% | +2.1% | +3.4% |
| 30D | -14.7% | +25.5% | -40.2% | -18.6% |
| 3M | -23.4% | +41.3% | -64.7% | -28.8% |
| 6M | -24.3% | +22.2% | -46.6% | -28.2% |
| YTD | +23.2% | +16.4% | +6.8% | +17.2% |
| 1Y | +44.2% | +38.4% | +5.8% | +32.1% |
| All | +514.9% | +50.8% | +464.0% | +461.5% |
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