+1,255.6%
VFC vs ED
+2,460.7%
-1,205.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.0% |
| 7D | +11.2% | +1.6% | +9.6% | +10.6% |
| 30D | +41.5% | +13.3% | +28.2% | +35.5% |
| 3M | +38.9% | +9.7% | +29.2% | +34.4% |
| 6M | +6.1% | +12.8% | -6.6% | +1.6% |
| YTD | +14.5% | +22.3% | -7.8% | +5.9% |
| 1Y | +46.0% | +26.3% | +19.7% | +33.1% |
| 3Y | +36.4% | +45.0% | -8.6% | +14.6% |
| 5Y | -67.5% | +80.2% | -147.7% | -75.1% |
| 10Y | -45.8% | +129.9% | -175.7% | -62.8% |
| All | +1,255.6% | +2,460.7% | -1,205.1% | +329.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling