-68.5%
VFC vs ET
+177.0%
-245.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.6% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -9.0% | +2.9% | -11.8% | -9.9% |
| 3M | -24.2% | +16.8% | -41.0% | -28.2% |
| 6M | -18.5% | +18.9% | -37.4% | -23.6% |
| YTD | -25.9% | +37.7% | -63.6% | -34.0% |
| 1Y | -13.0% | +32.4% | -45.4% | -21.5% |
| 3Y | -20.3% | +99.5% | -119.8% | -36.2% |
| 5Y | -78.1% | +244.0% | -322.0% | -85.1% |
| All | -68.5% | +177.0% | -245.5% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling