-48.6%
VFC vs EL
+62.2%
-110.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.6% |
| 7D | +1.6% | +1.5% | +0.1% | +0.8% |
| 30D | +25.5% | +10.0% | +15.5% | +18.3% |
| 3M | +41.3% | +28.4% | +12.9% | +20.0% |
| 6M | +22.2% | +37.1% | -14.8% | -0.5% |
| YTD | +16.4% | +7.8% | +8.6% | +5.8% |
| 1Y | +38.4% | +26.0% | +12.4% | +14.0% |
| 3Y | +56.2% | +3.8% | +52.4% | +36.6% |
| 5Y | -68.2% | -65.2% | -3.0% | -49.5% |
| All | -48.6% | +62.2% | -110.8% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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