-69.9%
VFC vs EFV
+167.0%
-236.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.2% |
| 7D | -3.3% | -2.0% | -1.3% | -0.8% |
| 30D | -14.0% | -0.2% | -13.8% | -13.8% |
| 3M | -22.6% | +9.1% | -31.7% | -30.4% |
| 6M | -24.7% | +11.7% | -36.4% | -34.3% |
| YTD | -29.0% | +17.0% | -46.0% | -41.4% |
| 1Y | -13.8% | +26.7% | -40.5% | -35.3% |
| 3Y | -28.2% | +90.2% | -118.4% | -65.9% |
| 5Y | -79.0% | +96.1% | -175.1% | -90.3% |
| All | -69.9% | +167.0% | -236.9% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling