+13,824.2%
MA vs VFC
+58.6%
+13,765.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.9% |
| 7D | -2.7% | -1.6% | -1.1% | -2.2% |
| 30D | +1.5% | -11.6% | +13.2% | +5.6% |
| 3M | +20.4% | -18.1% | +38.5% | +26.8% |
| 6M | +11.1% | -27.4% | +38.5% | +20.5% |
| YTD | +2.0% | -24.8% | +26.8% | +8.8% |
| 1Y | -2.2% | -8.2% | +6.1% | -4.1% |
| 3Y | +41.9% | -29.1% | +71.0% | +25.9% |
| 5Y | +75.4% | -79.2% | +154.5% | +168.1% |
| 10Y | +527.5% | -68.1% | +595.7% | +596.6% |
| All | +13,824.2% | +58.6% | +13,765.6% | +5,905.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling