+55.6%
VFC vs ES
-1.6%
+57.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.4% | +4.1% |
| 7D | +21.5% | +5.3% | +16.2% | +20.5% |
| 30D | +46.7% | +8.9% | +37.8% | +44.8% |
| 3M | +38.4% | -1.9% | +40.3% | +38.6% |
| 6M | +15.2% | +3.9% | +11.3% | +15.2% |
| YTD | +17.8% | +8.3% | +9.5% | +17.3% |
| 1Y | +55.6% | -0.1% | +55.7% | +56.9% |
| All | +55.6% | -1.6% | +57.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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