+22.2%
VFC vs EME
-29.7%
+52.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.3% |
| 7D | +1.6% | +8.4% | -6.7% | +0.7% |
| 30D | +25.5% | -11.5% | +37.0% | +26.7% |
| 3M | +41.3% | -20.6% | +61.9% | +44.1% |
| 6M | +22.2% | -28.5% | +50.7% | +32.1% |
| All | +22.2% | -29.7% | +52.0% | +32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling