-47.5%
VFC vs ALLE
+217.2%
-264.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +38.3% | +25.9% | +12.3% | +16.5% |
| 3M | +40.2% | +14.9% | +25.3% | +26.2% |
| 6M | +10.6% | +42.1% | -31.5% | -15.4% |
| YTD | +16.7% | +20.4% | -3.6% | 0.0% |
| 1Y | +45.0% | +14.9% | +30.1% | +28.8% |
| 3Y | +48.8% | +90.1% | -41.3% | -8.4% |
| 5Y | -67.6% | +53.0% | -120.6% | -77.1% |
| 10Y | -47.5% | +208.8% | -256.4% | -73.3% |
| All | -47.5% | +217.2% | -264.8% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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