-67.2%
VFC vs SEI
+608.3%
-675.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | -0.5% |
| 7D | -3.3% | +20.7% | -23.9% | -7.2% |
| 30D | -14.0% | +9.1% | -23.1% | -16.1% |
| 3M | -22.6% | -6.0% | -16.6% | -23.3% |
| 6M | -24.7% | +18.9% | -43.7% | -29.9% |
| YTD | -29.0% | +40.1% | -69.1% | -37.0% |
| 1Y | -13.8% | +120.6% | -134.4% | -32.1% |
| 3Y | -28.2% | +562.1% | -590.4% | -60.2% |
| 5Y | -79.0% | +954.5% | -1,033.5% | -90.3% |
| All | -67.2% | +608.3% | -675.5% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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