+358.3%
SE vs VFC
-58.0%
+416.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.6% |
| 7D | -1.5% | -1.4% | 0.0% | -1.0% |
| 30D | -22.3% | +24.6% | -47.0% | -27.5% |
| 3M | -41.8% | +38.4% | -80.3% | -47.6% |
| 6M | -22.4% | +15.3% | -37.7% | -26.9% |
| YTD | -41.6% | +12.7% | -54.3% | -45.0% |
| 1Y | -48.0% | +32.7% | -80.7% | -53.9% |
| 3Y | +63.9% | +43.7% | +20.2% | +19.0% |
| 5Y | -78.2% | -69.2% | -9.0% | -70.0% |
| All | +358.3% | -58.0% | +416.3% | +594.2% |
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