-76.9%
VFC vs EOSE
-57.1%
-19.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | -2.8% |
| 7D | +0.8% | +41.4% | -40.6% | -2.4% |
| 30D | -11.9% | +3.6% | -15.6% | -12.6% |
| 3M | -20.2% | -35.7% | +15.6% | -18.0% |
| 6M | -23.0% | -29.9% | +6.9% | -22.6% |
| YTD | -26.2% | -62.5% | +36.3% | -23.2% |
| 1Y | -13.3% | -37.4% | +24.1% | -15.2% |
| 3Y | -25.5% | +55.8% | -81.3% | -37.7% |
| 5Y | -78.1% | -67.8% | -10.3% | -82.2% |
| All | -76.9% | -57.1% | -19.8% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling