-47.5%
VFC vs ESI
+306.3%
-353.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.3% |
| 7D | +3.5% | -6.6% | +10.1% | +6.8% |
| 30D | +38.3% | -9.8% | +48.1% | +44.3% |
| 3M | +40.2% | -11.9% | +52.1% | +47.0% |
| 6M | +10.6% | -25.1% | +35.7% | +23.4% |
| YTD | +16.7% | +31.9% | -15.2% | -7.5% |
| 1Y | +45.0% | +19.2% | +25.8% | +21.8% |
| 3Y | +48.8% | +76.2% | -27.4% | +3.2% |
| 5Y | -67.6% | +39.4% | -107.0% | -75.2% |
| 10Y | -47.5% | +304.9% | -352.4% | -72.5% |
| All | -47.5% | +306.3% | -353.8% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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