+620.7%
GEV vs VFC
-2.6%
+623.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.5% |
| 7D | +3.3% | -1.6% | +4.9% | +3.6% |
| 30D | -7.5% | -11.6% | +4.2% | -5.2% |
| 3M | -2.2% | -18.1% | +15.9% | +1.0% |
| 6M | +12.1% | -27.4% | +39.4% | +18.2% |
| YTD | +44.4% | -24.8% | +69.2% | +50.4% |
| 1Y | +57.7% | -8.2% | +65.9% | +56.3% |
| All | +620.7% | -2.6% | +623.3% | +620.8% |
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 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