-68.8%
VFC vs ED
+104.2%
-173.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | -11.9% | +1.1% | -13.0% | -12.3% |
| 3M | -20.2% | +4.6% | -24.8% | -21.5% |
| 6M | -23.0% | -2.0% | -21.0% | -22.8% |
| YTD | -26.2% | +11.7% | -37.9% | -29.5% |
| 1Y | -13.3% | +15.7% | -29.1% | -18.5% |
| 3Y | -25.5% | +34.4% | -59.8% | -36.9% |
| 5Y | -78.1% | +67.3% | -145.4% | -83.4% |
| 10Y | -68.8% | +104.0% | -172.8% | -77.3% |
| All | -68.8% | +104.2% | -173.0% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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