-48.5%
VFC vs EAT
+333.9%
-382.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -1.3% |
| 7D | -1.4% | -8.9% | +7.6% | +1.1% |
| 30D | +30.7% | +3.4% | +27.3% | +28.9% |
| 3M | +40.6% | -9.3% | +50.0% | +43.0% |
| 6M | +16.5% | +43.8% | -27.3% | +3.0% |
| YTD | +16.2% | +39.9% | -23.7% | +2.6% |
| 1Y | +42.4% | +89.7% | -47.3% | +14.9% |
| 3Y | +48.1% | +491.3% | -443.2% | -11.7% |
| 5Y | -67.8% | +365.4% | -433.2% | -80.5% |
| 10Y | -48.5% | +325.9% | -374.3% | -67.6% |
| All | -48.5% | +333.9% | -382.4% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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