+748.8%
VFC vs EME
+53,473.8%
-52,725.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.4% |
| 7D | +1.6% | +8.4% | -6.7% | -0.9% |
| 30D | +25.5% | -11.5% | +37.0% | +29.5% |
| 3M | +41.3% | -20.6% | +61.9% | +50.1% |
| 6M | +22.2% | -28.5% | +50.7% | +32.7% |
| YTD | +16.4% | +8.0% | +8.4% | +10.8% |
| 1Y | +38.4% | +6.8% | +31.7% | +32.1% |
| 3Y | +56.2% | +213.9% | -157.7% | +4.7% |
| 5Y | -68.2% | +414.8% | -483.0% | -81.7% |
| 10Y | -48.4% | +916.9% | -965.3% | -75.9% |
| All | +748.8% | +53,473.8% | -52,725.0% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling