+526.6%
GEV vs VFC
+46.1%
+480.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.2% | +1.8% |
| 7D | +6.2% | -1.4% | +7.7% | +6.5% |
| 30D | -18.4% | +24.6% | -43.1% | -22.1% |
| 3M | -21.2% | +38.4% | -59.7% | -26.5% |
| 6M | -23.6% | +15.3% | -38.8% | -26.6% |
| YTD | +25.5% | +12.7% | +12.8% | +20.2% |
| 1Y | +42.6% | +32.7% | +9.9% | +31.7% |
| All | +526.6% | +46.1% | +480.5% | +476.0% |
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 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