+597.0%
SE vs VFC
-72.5%
+669.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | -0.1% | -11.9% | +11.9% | +3.8% |
| 3M | +34.1% | -20.2% | +54.3% | +42.1% |
| 6M | +23.2% | -23.0% | +46.2% | +31.5% |
| YTD | -11.2% | -26.2% | +15.1% | -4.4% |
| 1Y | -40.5% | -13.3% | -27.2% | -40.3% |
| 3Y | +196.3% | -25.5% | +221.8% | +167.2% |
| 5Y | -67.0% | -78.1% | +11.1% | -49.6% |
| All | +597.0% | -72.5% | +669.5% | +1,107.4% |
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