-50.5%
SE vs VFC
+41.4%
-91.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | 0.0% | +3.5% | -3.5% | -0.6% |
| 30D | -19.4% | +38.3% | -57.6% | -24.0% |
| 3M | -33.1% | +40.2% | -73.3% | -37.2% |
| 6M | -11.4% | +10.6% | -22.1% | -13.8% |
| YTD | -39.8% | +16.7% | -56.5% | -42.2% |
| 1Y | -50.5% | +45.0% | -95.5% | -52.6% |
| All | -50.5% | +41.4% | -91.9% | -52.6% |
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