-25.5%
VFC vs ALLE
+42.6%
-68.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.4% |
| 30D | -11.6% | -6.8% | -4.8% | -6.8% |
| 3M | -18.1% | +21.0% | -39.1% | -29.9% |
| 6M | -27.4% | +1.1% | -28.5% | -28.2% |
| YTD | -24.8% | -0.5% | -24.3% | -25.8% |
| 1Y | -8.2% | -7.3% | -1.0% | -3.7% |
| All | -25.5% | +42.6% | -68.1% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling