+55.6%
VFC vs EOSE
-85.5%
+141.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.6% | -8.2% | +3.6% |
| 7D | +21.5% | +9.7% | +11.7% | +20.7% |
| 30D | +46.7% | -34.6% | +81.2% | +49.9% |
| 3M | +38.4% | -50.8% | +89.2% | +43.5% |
| 6M | +15.2% | -66.5% | +81.7% | +20.6% |
| YTD | +17.8% | -81.3% | +99.1% | +22.8% |
| 1Y | +55.6% | -84.8% | +140.4% | +64.5% |
| All | +55.6% | -85.5% | +141.0% | +64.5% |
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