-50.2%
VFC vs ESI
+321.1%
-371.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -1.9% |
| 7D | -1.4% | +8.3% | -9.7% | -5.5% |
| 30D | +24.6% | -10.4% | +35.1% | +30.5% |
| 3M | +38.4% | -13.2% | +51.6% | +46.3% |
| 6M | +15.3% | -23.9% | +39.2% | +27.7% |
| YTD | +12.7% | +34.2% | -21.4% | -11.5% |
| 1Y | +32.7% | +22.2% | +10.4% | +9.9% |
| 3Y | +43.7% | +79.2% | -35.5% | -1.3% |
| 5Y | -69.2% | +38.1% | -107.3% | -76.4% |
| All | -50.2% | +321.1% | -371.3% | -74.9% |
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