+45.0%
VFC vs EL
+30.6%
+14.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.5% | +7.6% | -4.1% | +0.6% |
| 30D | +38.3% | +15.7% | +22.6% | +30.5% |
| 3M | +40.2% | +30.5% | +9.6% | +25.6% |
| 6M | +10.6% | +32.5% | -21.9% | -1.3% |
| YTD | +16.7% | +9.4% | +7.3% | +7.6% |
| 1Y | +45.0% | +28.4% | +16.6% | +19.8% |
| All | +45.0% | +30.6% | +14.4% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling