+180.4%
VFC vs ET
+1,310.3%
-1,129.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | +1.6% | +2.5% | -0.9% | +1.1% |
| 30D | +25.5% | -2.5% | +27.9% | +25.9% |
| 3M | +41.3% | -4.9% | +46.1% | +42.5% |
| 6M | +22.2% | -0.1% | +22.3% | +21.7% |
| YTD | +16.4% | +26.2% | -9.8% | +9.7% |
| 1Y | +38.4% | +25.2% | +13.3% | +30.6% |
| 3Y | +56.2% | +84.2% | -28.0% | +36.8% |
| 5Y | -68.2% | +216.1% | -284.2% | -75.1% |
| 10Y | -48.4% | +160.7% | -209.0% | -60.6% |
| All | +180.4% | +1,310.3% | -1,129.9% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling