+70.3%
SE vs VFC
+39.5%
+30.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.0% | +11.2% | -9.2% | +0.2% |
| 30D | -20.0% | +41.5% | -61.5% | -24.6% |
| 3M | -31.8% | +38.9% | -70.7% | -35.6% |
| 6M | -15.9% | +6.1% | -22.0% | -17.4% |
| YTD | -40.6% | +14.5% | -55.2% | -42.6% |
| 1Y | -50.7% | +46.0% | -96.6% | -54.3% |
| 3Y | +70.3% | +36.4% | +33.9% | +57.0% |
| All | +70.3% | +39.5% | +30.8% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling