-47.2%
VFC vs ES
+85.7%
-132.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.6% |
| 7D | +11.2% | +1.9% | +9.3% | +10.2% |
| 30D | +41.5% | +7.1% | +34.5% | +36.7% |
| 3M | +38.9% | -1.9% | +40.9% | +39.9% |
| 6M | +6.1% | +4.4% | +1.8% | +3.6% |
| YTD | +14.5% | +7.3% | +7.2% | +9.4% |
| 1Y | +46.0% | +2.1% | +43.8% | +41.8% |
| 3Y | +36.4% | +41.8% | -5.5% | +9.5% |
| 5Y | -67.5% | +1.4% | -69.0% | -69.5% |
| All | -47.2% | +85.7% | -132.9% | -55.1% |
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