+6.1%
VFC vs ALLE
+39.2%
-33.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.6% |
| 7D | +11.2% | -0.6% | +11.8% | +11.6% |
| 30D | +41.5% | +25.3% | +16.2% | +26.8% |
| 3M | +38.9% | +10.3% | +28.7% | +32.7% |
| 6M | +6.1% | +38.0% | -31.9% | -9.6% |
| All | +6.1% | +39.2% | -33.1% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling