-47.5%
VFC vs ES
+87.3%
-134.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.5% | +0.9% | +2.6% | +3.0% |
| 30D | +38.3% | +5.9% | +32.3% | +34.3% |
| 3M | +40.2% | -1.0% | +41.2% | +40.5% |
| 6M | +10.6% | +7.2% | +3.5% | +6.5% |
| YTD | +16.7% | +7.0% | +9.8% | +11.6% |
| 1Y | +45.0% | +0.5% | +44.5% | +42.0% |
| 3Y | +48.8% | +48.7% | +0.1% | +16.4% |
| 5Y | -67.6% | +1.9% | -69.5% | -69.6% |
| 10Y | -47.5% | +89.2% | -136.7% | -57.3% |
| All | -47.5% | +87.3% | -134.9% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling