+410.8%
VFC vs EL
+1,685.7%
-1,275.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | -11.6% | +19.8% | -31.5% | -18.7% |
| 3M | -18.1% | +25.7% | -43.8% | -26.0% |
| 6M | -27.4% | +5.4% | -32.8% | -30.1% |
| YTD | -24.8% | +0.2% | -25.0% | -26.9% |
| 1Y | -8.2% | +20.4% | -28.6% | -17.9% |
| 3Y | -29.1% | -32.1% | +3.0% | -21.9% |
| 5Y | -79.2% | -67.2% | -12.0% | -70.6% |
| 10Y | -68.1% | +31.7% | -99.9% | -71.5% |
| All | +410.8% | +1,685.7% | -1,275.0% | +149.4% |
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