-77.9%
VFC vs ES
-5.6%
-72.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | -11.6% | -2.0% | -9.7% | -10.8% |
| 3M | -18.1% | +1.7% | -19.8% | -18.8% |
| 6M | -27.4% | -3.5% | -23.8% | -26.3% |
| YTD | -24.8% | +7.9% | -32.7% | -28.3% |
| 1Y | -8.2% | +17.2% | -25.4% | -18.0% |
| 3Y | -29.1% | +29.3% | -58.4% | -42.4% |
| All | -77.9% | -5.6% | -72.3% | -79.7% |
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