-79.0%
VFC vs EFV
+95.4%
-174.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -0.9% |
| 7D | -2.3% | -0.5% | -1.8% | -1.7% |
| 30D | -13.4% | 0.0% | -13.4% | -13.4% |
| 3M | -23.7% | +8.4% | -32.1% | -31.8% |
| 6M | -24.5% | +12.3% | -36.8% | -35.8% |
| YTD | -27.8% | +17.4% | -45.2% | -42.4% |
| 1Y | -13.5% | +27.1% | -40.6% | -37.9% |
| 3Y | -27.1% | +90.7% | -117.8% | -68.6% |
| 5Y | -79.0% | +95.6% | -174.6% | -91.3% |
| All | -79.0% | +95.4% | -174.4% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling