+92.3%
MA vs VFC
-67.4%
+159.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.3% | +11.2% | -8.9% | +0.7% |
| 30D | +14.7% | +41.5% | -26.8% | +9.1% |
| 3M | +13.5% | +38.9% | -25.4% | +8.2% |
| 6M | +33.1% | +6.1% | +27.0% | +31.1% |
| YTD | +15.1% | +14.5% | +0.5% | +11.6% |
| 1Y | +18.7% | +46.0% | -27.2% | +11.0% |
| 3Y | +72.1% | +36.4% | +35.7% | +51.1% |
| All | +92.3% | -67.4% | +159.8% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling