+27.4%
MAR vs VFC
-13.4%
+40.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -0.5% | -2.3% | +1.9% | 0.0% |
| 30D | -4.7% | -13.4% | +8.7% | -1.8% |
| 3M | -15.6% | -23.7% | +8.1% | -11.5% |
| 6M | +1.2% | -24.5% | +25.7% | +5.8% |
| YTD | +7.5% | -27.8% | +35.3% | +13.0% |
| All | +27.4% | -13.4% | +40.8% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling