+678.2%
VFC vs EL
+1,792.3%
-1,114.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | +11.2% | +0.8% | +10.4% | +10.7% |
| 30D | +41.5% | +16.5% | +25.0% | +32.6% |
| 3M | +38.9% | +29.2% | +9.8% | +23.6% |
| 6M | +6.1% | +27.9% | -21.8% | -5.4% |
| YTD | +14.5% | +6.2% | +8.3% | +8.3% |
| 1Y | +46.0% | +27.2% | +18.8% | +27.9% |
| 3Y | +36.4% | +3.2% | +33.2% | +28.0% |
| 5Y | -67.5% | -66.0% | -1.6% | -54.9% |
| 10Y | -45.8% | +58.3% | -104.2% | -54.6% |
| All | +678.2% | +1,792.3% | -1,114.1% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling