+97.5%
MO vs VFC
-78.7%
+176.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | -2.4% | -2.3% | -0.1% | -2.3% |
| 30D | +3.6% | -13.4% | +16.9% | +4.0% |
| 3M | -3.7% | -23.7% | +20.0% | -3.1% |
| 6M | +4.5% | -24.5% | +29.0% | +5.1% |
| YTD | +21.5% | -27.8% | +49.3% | +22.2% |
| 1Y | +9.5% | -13.5% | +23.0% | +9.3% |
| 3Y | +93.6% | -27.1% | +120.7% | +88.1% |
| 5Y | +97.5% | -79.0% | +176.5% | +119.4% |
| All | +97.5% | -78.7% | +176.2% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling