-78.1%
VFC vs EAT
+326.5%
-404.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.6% |
| 7D | +0.8% | -4.9% | +5.8% | +2.7% |
| 30D | -11.9% | -1.2% | -10.7% | -12.0% |
| 3M | -20.2% | +52.2% | -72.4% | -32.9% |
| 6M | -23.0% | +65.0% | -88.0% | -38.3% |
| YTD | -26.2% | +55.0% | -81.2% | -39.7% |
| 1Y | -13.3% | +42.1% | -55.4% | -27.3% |
| 3Y | -25.5% | +614.7% | -640.2% | -66.4% |
| 5Y | -78.1% | +322.7% | -400.9% | -89.8% |
| All | -78.1% | +326.5% | -404.6% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling