+120.1%
MAR vs VFC
+50.0%
+70.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.9% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | +13.8% | +25.5% | -11.7% | +9.1% |
| 3M | +20.3% | +41.3% | -21.0% | +12.8% |
| 6M | +21.3% | +22.2% | -0.9% | +16.0% |
| YTD | +37.2% | +16.4% | +20.8% | +31.7% |
| 1Y | +48.4% | +38.4% | +10.0% | +38.0% |
| 3Y | +120.1% | +56.2% | +63.9% | +93.5% |
| All | +120.1% | +50.0% | +70.2% | +93.5% |
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 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