-76.8%
VFC vs EOSE
-60.6%
-16.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.4% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | -9.0% | -6.8% | -2.1% | -8.8% |
| 3M | -24.2% | -36.3% | +12.1% | -22.1% |
| 6M | -18.5% | -38.8% | +20.3% | -17.1% |
| YTD | -25.9% | -65.5% | +39.7% | -22.2% |
| 1Y | -13.0% | -45.3% | +32.3% | -13.9% |
| 3Y | -20.3% | +44.2% | -64.5% | -33.0% |
| 5Y | -78.1% | -69.5% | -8.6% | -82.1% |
| All | -76.8% | -60.6% | -16.2% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling