+168.3%
VFC vs EFV
+249.2%
-80.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +2.9% |
| 7D | +1.6% | +2.5% | -0.9% | -0.4% |
| 30D | +25.5% | +2.9% | +22.6% | +22.7% |
| 3M | +41.3% | -1.4% | +42.7% | +43.0% |
| 6M | +22.2% | +5.5% | +16.7% | +17.1% |
| YTD | +16.4% | +16.1% | +0.3% | +3.7% |
| 1Y | +38.4% | +20.3% | +18.1% | +20.1% |
| 3Y | +56.2% | +90.4% | -34.2% | -3.0% |
| 5Y | -68.2% | +93.5% | -161.6% | -80.2% |
| 10Y | -48.4% | +161.5% | -209.9% | -73.4% |
| All | +168.3% | +249.2% | -80.9% | +15.8% |
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 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