-23.7%
VFC vs ET
+97.8%
-121.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.3% | +1.4% | -4.6% | -4.1% |
| 30D | -14.0% | +4.6% | -18.6% | -16.6% |
| 3M | -22.6% | +16.0% | -38.6% | -30.3% |
| 6M | -24.7% | +22.8% | -47.5% | -35.9% |
| YTD | -29.0% | +38.9% | -67.8% | -45.4% |
| 1Y | -13.8% | +34.1% | -47.9% | -31.9% |
| All | -23.7% | +97.8% | -121.5% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling