-13.5%
VFC vs ESI
+38.0%
-51.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -2.3% | +3.9% | -6.3% | -3.6% |
| 30D | -13.4% | -3.8% | -9.6% | -12.4% |
| 3M | -23.7% | -13.1% | -10.6% | -21.6% |
| 6M | -24.5% | +11.3% | -35.8% | -33.4% |
| YTD | -27.8% | +44.1% | -71.9% | -47.6% |
| 1Y | -13.5% | +40.3% | -53.8% | -37.1% |
| All | -13.5% | +38.0% | -51.5% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling