-69.2%
VFC vs ES
+6.0%
-75.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.4% |
| 7D | -1.4% | -1.1% | -0.4% | -1.0% |
| 30D | +24.6% | +8.2% | +16.4% | +19.7% |
| 3M | +38.4% | +0.6% | +37.8% | +37.6% |
| 6M | +15.3% | +6.0% | +9.3% | +11.7% |
| YTD | +12.7% | +9.3% | +3.4% | +6.5% |
| 1Y | +32.7% | +1.1% | +31.6% | +29.5% |
| 3Y | +43.7% | +51.9% | -8.2% | +6.2% |
| 5Y | -69.2% | +6.5% | -75.6% | -73.0% |
| All | -69.2% | +6.0% | -75.1% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling