+73.3%
VFC vs EFV
+258.8%
-185.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -1.6% | +1.5% | -3.1% | -2.8% |
| 30D | -11.6% | +1.7% | -13.4% | -12.8% |
| 3M | -18.1% | +8.6% | -26.7% | -23.4% |
| 6M | -27.4% | +11.7% | -39.0% | -33.4% |
| YTD | -24.8% | +19.3% | -44.1% | -34.5% |
| 1Y | -8.2% | +30.2% | -38.4% | -25.2% |
| 3Y | -29.1% | +91.6% | -120.7% | -56.3% |
| 5Y | -79.2% | +96.4% | -175.6% | -87.2% |
| 10Y | -68.1% | +166.5% | -234.6% | -83.9% |
| All | +73.3% | +258.8% | -185.6% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling