-78.1%
VFC vs EL
-67.4%
-10.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.7% |
| 7D | +0.8% | +1.7% | -0.8% | -0.1% |
| 30D | -11.9% | +15.5% | -27.4% | -19.9% |
| 3M | -20.2% | +20.6% | -40.7% | -29.0% |
| 6M | -23.0% | +10.5% | -33.5% | -29.2% |
| YTD | -26.2% | -1.9% | -24.3% | -28.7% |
| 1Y | -13.3% | +16.1% | -29.4% | -25.5% |
| 3Y | -25.5% | -30.2% | +4.8% | -20.1% |
| 5Y | -78.1% | -67.4% | -10.7% | -66.3% |
| All | -78.1% | -67.4% | -10.7% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling