+55.6%
VFC vs EFV
+25.8%
+29.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +0.3% |
| 7D | +21.5% | +2.9% | +18.6% | +17.1% |
| 30D | +46.7% | +3.6% | +43.1% | +40.0% |
| 3M | +38.4% | -0.1% | +38.5% | +38.8% |
| 6M | +15.2% | +9.6% | +5.6% | +1.1% |
| YTD | +17.8% | +17.0% | +0.8% | -11.4% |
| 1Y | +55.6% | +25.7% | +29.9% | -2.2% |
| All | +55.6% | +25.8% | +29.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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