-47.2%
VFC vs ALLE
+222.4%
-269.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.8% |
| 7D | +11.2% | -0.6% | +11.8% | +11.7% |
| 30D | +41.5% | +25.3% | +16.2% | +19.6% |
| 3M | +38.9% | +10.3% | +28.7% | +28.8% |
| 6M | +6.1% | +38.0% | -31.9% | -17.1% |
| YTD | +14.5% | +17.8% | -3.2% | -0.3% |
| 1Y | +46.0% | +13.6% | +32.4% | +30.7% |
| 3Y | +36.4% | +89.2% | -52.8% | -15.8% |
| 5Y | -67.5% | +51.1% | -118.6% | -76.8% |
| All | -47.2% | +222.4% | -269.6% | -73.9% |
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