-46.1%
VFC vs ALLE
+233.6%
-279.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +0.6% |
| 7D | +7.7% | -0.6% | +8.3% | +8.2% |
| 30D | +39.2% | +26.6% | +12.6% | +16.8% |
| 3M | +40.3% | +13.2% | +27.1% | +27.7% |
| 6M | +11.4% | +42.9% | -31.5% | -15.1% |
| YTD | +17.5% | +21.0% | -3.5% | +0.3% |
| 1Y | +45.9% | +15.2% | +30.7% | +29.3% |
| 3Y | +47.3% | +95.6% | -48.3% | -11.2% |
| 5Y | -67.2% | +53.4% | -120.6% | -76.9% |
| 10Y | -46.1% | +221.5% | -267.6% | -73.5% |
| All | -46.1% | +233.6% | -279.7% | -73.5% |
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