+693.1%
VFC vs EL
+1,850.3%
-1,157.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.5% | +7.6% | -4.1% | +0.4% |
| 30D | +38.3% | +15.7% | +22.6% | +29.9% |
| 3M | +40.2% | +30.5% | +9.6% | +24.1% |
| 6M | +10.6% | +32.5% | -21.9% | -2.8% |
| YTD | +16.7% | +9.4% | +7.3% | +9.1% |
| 1Y | +45.0% | +28.4% | +16.6% | +26.6% |
| 3Y | +48.8% | +4.4% | +44.3% | +38.8% |
| 5Y | -67.6% | -64.5% | -3.1% | -55.7% |
| 10Y | -47.5% | +64.9% | -112.4% | -56.7% |
| All | +693.1% | +1,850.3% | -1,157.1% | +272.3% |
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 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