+36.4%
VFC vs ED
+44.5%
-8.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -0.4% |
| 7D | +11.2% | +1.6% | +9.6% | +11.6% |
| 30D | +41.5% | +13.3% | +28.2% | +45.9% |
| 3M | +38.9% | +9.7% | +29.2% | +41.9% |
| 6M | +6.1% | +12.8% | -6.6% | +9.3% |
| YTD | +14.5% | +22.3% | -7.8% | +20.8% |
| 1Y | +46.0% | +26.3% | +19.7% | +55.0% |
| 3Y | +36.4% | +45.0% | -8.6% | +15.2% |
| All | +36.4% | +44.5% | -8.2% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling