-68.7%
VFC vs EAT
+370.1%
-438.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.3% |
| 7D | -2.3% | -6.8% | +4.4% | -0.4% |
| 30D | -13.4% | -5.4% | -8.0% | -12.4% |
| 3M | -23.7% | +42.8% | -66.4% | -31.7% |
| 6M | -24.5% | +56.5% | -81.0% | -34.8% |
| YTD | -27.8% | +50.0% | -77.9% | -37.1% |
| 1Y | -13.5% | +38.3% | -51.7% | -23.3% |
| 3Y | -27.1% | +591.6% | -618.8% | -58.0% |
| 5Y | -79.0% | +312.6% | -391.6% | -86.9% |
| 10Y | -68.7% | +381.4% | -450.2% | -82.2% |
| All | -68.7% | +370.1% | -438.8% | -82.2% |
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