+1,255.6%
VFC vs ES
+1,235.9%
+19.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.1% |
| 7D | +11.2% | +1.9% | +9.3% | +10.5% |
| 30D | +41.5% | +7.1% | +34.5% | +38.2% |
| 3M | +38.9% | -1.9% | +40.9% | +39.6% |
| 6M | +6.1% | +4.4% | +1.8% | +4.4% |
| YTD | +14.5% | +7.3% | +7.2% | +11.2% |
| 1Y | +46.0% | +2.1% | +43.8% | +43.4% |
| 3Y | +36.4% | +41.8% | -5.5% | +19.3% |
| 5Y | -67.5% | +1.4% | -69.0% | -68.5% |
| 10Y | -45.8% | +86.8% | -132.6% | -56.1% |
| All | +1,255.6% | +1,235.9% | +19.7% | +557.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling