-79.0%
VFC vs EOSE
-70.2%
-8.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.2% |
| 7D | -3.3% | +14.0% | -17.3% | -4.6% |
| 30D | -14.0% | -5.9% | -8.1% | -13.9% |
| 3M | -22.6% | -34.3% | +11.7% | -20.5% |
| 6M | -24.7% | -37.8% | +13.0% | -23.5% |
| YTD | -29.0% | -65.2% | +36.2% | -25.3% |
| 1Y | -13.8% | -41.9% | +28.1% | -15.3% |
| 3Y | -28.2% | +44.6% | -72.8% | -40.7% |
| 5Y | -79.0% | -69.2% | -9.8% | -82.0% |
| All | -79.0% | -70.2% | -8.8% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling