+440.6%
VFC vs EME
+63,295.5%
-62,855.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | 0.0% | +3.0% |
| 7D | -1.4% | +3.5% | -4.9% | -2.4% |
| 30D | -9.0% | -6.3% | -2.6% | -7.3% |
| 3M | -24.2% | -3.8% | -20.4% | -24.1% |
| 6M | -18.5% | +8.5% | -27.0% | -21.5% |
| YTD | -25.9% | +27.8% | -53.7% | -32.4% |
| 1Y | -13.0% | +22.2% | -35.2% | -20.2% |
| 3Y | -20.3% | +253.5% | -273.8% | -48.2% |
| 5Y | -78.1% | +578.6% | -656.7% | -88.3% |
| 10Y | -67.9% | +1,355.6% | -1,423.5% | -86.3% |
| All | +440.6% | +63,295.5% | -62,855.0% | +37.8% |
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