-24.4%
VFC vs ED
+35.7%
-60.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -11.6% | -0.1% | -11.5% | -11.6% |
| 3M | -18.1% | +3.9% | -22.0% | -17.3% |
| 6M | -27.4% | -3.0% | -24.3% | -27.7% |
| YTD | -24.8% | +10.7% | -35.5% | -23.3% |
| 1Y | -8.2% | +13.3% | -21.6% | -6.0% |
| All | -24.4% | +35.7% | -60.1% | -36.2% |
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