-25.5%
VFC vs EAT
+612.9%
-638.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.5% |
| 7D | +0.8% | -4.9% | +5.8% | +2.9% |
| 30D | -11.9% | -1.2% | -10.7% | -12.1% |
| 3M | -20.2% | +52.2% | -72.4% | -34.2% |
| 6M | -23.0% | +65.0% | -88.0% | -39.9% |
| YTD | -26.2% | +55.0% | -81.2% | -41.1% |
| 1Y | -13.3% | +42.1% | -55.4% | -28.5% |
| 3Y | -25.5% | +614.7% | -640.2% | -76.7% |
| All | -25.5% | +612.9% | -638.4% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling