-41.9%
VFC vs ESI
+182.6%
-224.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.6% |
| 7D | +11.2% | -8.5% | +19.7% | +14.7% |
| 30D | +41.5% | -15.7% | +57.2% | +49.7% |
| 3M | +38.9% | -18.2% | +57.2% | +48.0% |
| 6M | +6.1% | -28.8% | +35.0% | +17.4% |
| YTD | +14.5% | +26.3% | -11.7% | +0.1% |
| 1Y | +46.0% | +18.2% | +27.7% | +31.0% |
| 3Y | +36.4% | +68.1% | -31.7% | +10.0% |
| 5Y | -67.5% | +28.8% | -96.3% | -71.8% |
| 10Y | -45.8% | +329.8% | -375.7% | -65.7% |
| All | -41.9% | +182.6% | -224.5% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling