+70.7%
MA vs VFC
+50.0%
+20.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.0% |
| 7D | +1.3% | +1.6% | -0.3% | +1.1% |
| 30D | +9.6% | +25.5% | -15.9% | +7.0% |
| 3M | +16.8% | +41.3% | -24.5% | +12.5% |
| 6M | +35.2% | +22.2% | +13.0% | +31.7% |
| YTD | +16.6% | +16.4% | +0.2% | +13.8% |
| 1Y | +19.8% | +38.4% | -18.6% | +14.8% |
| 3Y | +70.7% | +56.2% | +14.5% | +60.7% |
| All | +70.7% | +50.0% | +20.7% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling