+155.7%
MO vs VFC
-48.6%
+204.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.6% |
| 7D | +3.3% | +1.6% | +1.7% | +3.1% |
| 30D | +7.5% | +25.5% | -18.0% | +5.0% |
| 3M | +22.8% | +41.3% | -18.5% | +18.4% |
| 6M | +13.4% | +22.2% | -8.9% | +10.5% |
| YTD | +43.0% | +16.4% | +26.6% | +39.2% |
| 1Y | +45.2% | +38.4% | +6.8% | +38.3% |
| 3Y | +145.5% | +56.2% | +89.3% | +110.8% |
| 5Y | +157.1% | -68.2% | +225.2% | +211.0% |
| All | +155.7% | -48.6% | +204.3% | +183.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling