-48.8%
SE vs VFC
+52.5%
-101.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | 0.0% | +3.6% |
| 7D | +6.7% | +21.5% | -14.8% | +3.0% |
| 30D | -17.2% | +46.7% | -63.9% | -22.8% |
| 3M | -28.0% | +38.4% | -66.4% | -32.3% |
| 6M | -6.1% | +15.2% | -21.3% | -9.4% |
| YTD | -37.1% | +17.8% | -55.0% | -39.8% |
| 1Y | -48.8% | +55.6% | -104.3% | -50.5% |
| All | -48.8% | +52.5% | -101.2% | -50.5% |
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 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