-40.9%
SE vs VFC
-6.8%
-34.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.3% |
| 7D | -6.1% | -1.6% | -4.5% | -5.8% |
| 30D | -2.5% | -11.6% | +9.2% | -0.6% |
| 3M | +21.7% | -18.1% | +39.8% | +24.4% |
| 6M | +27.0% | -27.4% | +54.4% | +31.5% |
| YTD | -12.1% | -24.8% | +12.7% | -9.1% |
| 1Y | -40.9% | -8.2% | -32.7% | -40.1% |
| All | -40.9% | -6.8% | -34.1% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling