-68.7%
VFC vs ESI
+308.3%
-377.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | -2.3% | +3.9% | -6.3% | -4.3% |
| 30D | -13.4% | -3.8% | -9.6% | -11.9% |
| 3M | -23.7% | -13.1% | -10.6% | -19.6% |
| 6M | -24.5% | +11.3% | -35.8% | -31.8% |
| YTD | -27.8% | +44.1% | -71.9% | -44.1% |
| 1Y | -13.5% | +40.3% | -53.8% | -32.0% |
| 3Y | -27.1% | +84.1% | -111.2% | -49.4% |
| 5Y | -79.0% | +75.8% | -154.8% | -85.3% |
| 10Y | -68.7% | +320.7% | -389.5% | -85.0% |
| All | -68.7% | +308.3% | -377.0% | -85.0% |
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