-68.5%
VFC vs EME
+1,362.1%
-1,430.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | 0.0% | +2.4% |
| 7D | -1.4% | +3.5% | -4.9% | -2.9% |
| 30D | -9.0% | -6.3% | -2.6% | -6.5% |
| 3M | -24.2% | -3.8% | -20.4% | -24.2% |
| 6M | -18.5% | +8.5% | -27.0% | -23.3% |
| YTD | -25.9% | +27.8% | -53.7% | -36.0% |
| 1Y | -13.0% | +22.2% | -35.2% | -24.6% |
| 3Y | -20.3% | +253.5% | -273.8% | -62.0% |
| 5Y | -78.1% | +578.6% | -656.7% | -92.7% |
| All | -68.5% | +1,362.1% | -1,430.7% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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