-8.2%
VFC vs ET
+31.4%
-39.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -1.6% | +0.9% | -2.5% | -1.5% |
| 30D | -11.6% | +7.5% | -19.1% | -10.9% |
| 3M | -18.1% | +11.4% | -29.5% | -17.0% |
| 6M | -27.4% | +18.5% | -45.9% | -27.1% |
| YTD | -24.8% | +37.4% | -62.2% | -26.8% |
| 1Y | -8.2% | +30.9% | -39.1% | -14.3% |
| All | -8.2% | +31.4% | -39.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling