+3,168.2%
MAR vs VFC
+271.4%
+2,896.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.7% |
| 7D | +1.6% | +1.6% | 0.0% | +0.9% |
| 30D | +13.8% | +25.5% | -11.7% | +3.5% |
| 3M | +20.3% | +41.3% | -21.0% | +3.8% |
| 6M | +21.3% | +22.2% | -0.9% | +9.1% |
| YTD | +37.2% | +16.4% | +20.8% | +24.2% |
| 1Y | +48.4% | +38.4% | +10.0% | +24.2% |
| 3Y | +120.1% | +56.2% | +63.9% | +40.5% |
| 5Y | +182.1% | -68.2% | +250.2% | +273.6% |
| 10Y | +530.2% | -48.4% | +578.6% | +508.3% |
| All | +3,168.2% | +271.4% | +2,896.7% | +1,034.4% |
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