-61.8%
VFC vs ESI
+224.6%
-286.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.2% |
| 7D | -1.6% | +3.3% | -4.9% | -2.8% |
| 30D | -11.6% | -5.9% | -5.8% | -9.8% |
| 3M | -18.1% | -14.1% | -4.0% | -14.4% |
| 6M | -27.4% | +6.6% | -33.9% | -31.0% |
| YTD | -24.8% | +45.0% | -69.8% | -37.0% |
| 1Y | -8.2% | +41.5% | -49.7% | -22.3% |
| 3Y | -29.1% | +78.8% | -107.9% | -43.8% |
| 5Y | -79.2% | +70.9% | -150.1% | -83.3% |
| 10Y | -68.1% | +317.1% | -385.2% | -80.2% |
| All | -61.8% | +224.6% | -286.5% | -74.0% |
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 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