+789.7%
VFC vs EAT
+11,644.8%
-10,855.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.6% | +1.9% | -13.5% | -12.3% |
| 3M | -18.1% | +68.7% | -86.8% | -28.7% |
| 6M | -27.4% | +66.9% | -94.3% | -37.2% |
| YTD | -24.8% | +60.4% | -85.2% | -34.5% |
| 1Y | -8.2% | +44.0% | -52.2% | -18.3% |
| 3Y | -29.1% | +604.7% | -633.8% | -57.3% |
| 5Y | -79.2% | +347.0% | -426.2% | -86.6% |
| 10Y | -68.1% | +390.8% | -458.9% | -82.6% |
| All | +789.7% | +11,644.8% | -10,855.1% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling