+589.4%
SE vs VFC
-72.0%
+661.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.6% |
| 7D | -6.1% | -1.6% | -4.5% | -5.6% |
| 30D | -2.5% | -11.6% | +9.2% | +1.2% |
| 3M | +21.7% | -18.1% | +39.8% | +27.9% |
| 6M | +27.0% | -27.4% | +54.4% | +38.0% |
| YTD | -12.1% | -24.8% | +12.7% | -6.0% |
| 1Y | -40.9% | -8.2% | -32.7% | -41.8% |
| 3Y | +191.0% | -29.1% | +220.1% | +169.9% |
| 5Y | -68.3% | -79.2% | +10.9% | -50.8% |
| All | +589.4% | -72.0% | +661.3% | +1,087.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling