-13.5%
VFC vs ED
+15.3%
-28.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.5% |
| 7D | -2.3% | -0.2% | -2.2% | -2.4% |
| 30D | -13.4% | +1.9% | -15.3% | -12.5% |
| 3M | -23.7% | +1.9% | -25.6% | -22.7% |
| 6M | -24.5% | -2.3% | -22.2% | -25.6% |
| YTD | -27.8% | +10.9% | -38.7% | -22.0% |
| 1Y | -13.5% | +14.5% | -28.0% | -6.1% |
| All | -13.5% | +15.3% | -28.8% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling