+505.6%
MA vs VFC
-69.1%
+574.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.0% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | +1.4% | -11.9% | +13.4% | +4.5% |
| 3M | +17.7% | -20.2% | +37.9% | +23.0% |
| 6M | +9.7% | -23.0% | +32.6% | +14.8% |
| YTD | +0.5% | -26.2% | +26.7% | +6.0% |
| 1Y | -2.1% | -13.3% | +11.3% | -1.9% |
| 3Y | +40.1% | -25.5% | +65.6% | +27.7% |
| 5Y | +67.5% | -78.1% | +145.6% | +151.3% |
| 10Y | +505.6% | -68.8% | +574.4% | +694.7% |
| All | +505.6% | -69.1% | +574.7% | +694.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling