-8.2%
VFC vs EOSE
-49.1%
+40.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.9% | -8.5% | +1.6% |
| 7D | -1.6% | +19.0% | -20.6% | -3.0% |
| 30D | -11.6% | +1.6% | -13.2% | -12.0% |
| 3M | -18.1% | -52.0% | +33.9% | -15.0% |
| 6M | -27.4% | -42.5% | +15.2% | -26.7% |
| YTD | -24.8% | -66.1% | +41.3% | -23.6% |
| 1Y | -8.2% | -47.1% | +38.9% | +4.6% |
| All | -8.2% | -49.1% | +40.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling