-22.4%
VFC vs EME
+240.3%
-262.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.4% |
| 7D | -2.3% | +2.7% | -5.1% | -3.2% |
| 30D | -13.4% | -6.8% | -6.6% | -11.6% |
| 3M | -23.7% | -8.8% | -14.9% | -22.1% |
| 6M | -24.5% | +5.0% | -29.4% | -26.7% |
| YTD | -27.8% | +23.5% | -51.3% | -34.2% |
| 1Y | -13.5% | +21.3% | -34.8% | -21.7% |
| All | -22.4% | +240.3% | -262.8% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling