-45.3%
VFC vs ALLE
+331.3%
-376.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.0% |
| 7D | +10.9% | 0.0% | +10.8% | +10.9% |
| 30D | +40.6% | +20.6% | +20.0% | +23.3% |
| 3M | +34.4% | +11.4% | +23.0% | +24.4% |
| 6M | +12.3% | +42.5% | -30.3% | -12.7% |
| YTD | +14.4% | +18.9% | -4.5% | -0.1% |
| 1Y | +40.6% | +14.2% | +26.4% | +26.5% |
| 3Y | +40.1% | +90.7% | -50.6% | -10.6% |
| 5Y | -67.6% | +52.5% | -120.1% | -76.4% |
| 10Y | -45.9% | +231.2% | -277.1% | -74.0% |
| All | -45.3% | +331.3% | -376.6% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling