-13.8%
VFC vs EFV
+26.5%
-40.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.1% |
| 7D | -3.3% | -2.0% | -1.3% | -0.4% |
| 30D | -14.0% | -0.2% | -13.8% | -13.8% |
| 3M | -22.6% | +9.1% | -31.7% | -31.5% |
| 6M | -24.7% | +11.7% | -36.4% | -36.0% |
| YTD | -29.0% | +17.0% | -46.0% | -46.7% |
| 1Y | -13.8% | +26.7% | -40.5% | -47.3% |
| All | -13.8% | +26.5% | -40.3% | -47.3% |
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