+554.8%
MA vs VFC
-44.8%
+599.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | -0.3% | +7.7% | -8.0% | -2.1% |
| 30D | +11.3% | +39.2% | -27.9% | +2.8% |
| 3M | +16.7% | +40.3% | -23.6% | +7.4% |
| 6M | +32.8% | +11.4% | +21.4% | +27.8% |
| YTD | +15.6% | +17.5% | -1.9% | +8.9% |
| 1Y | +19.6% | +45.9% | -26.3% | +6.3% |
| 3Y | +72.1% | +47.3% | +24.8% | +32.0% |
| 5Y | +96.0% | -67.2% | +163.2% | +171.9% |
| 10Y | +554.8% | -46.1% | +600.9% | +666.5% |
| All | +554.8% | -44.8% | +599.6% | +666.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling