+14,854.2%
MO vs VFC
+845.1%
+14,009.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | +0.6% | -11.6% | +12.3% | +2.3% |
| 3M | -1.0% | -18.1% | +17.1% | +1.2% |
| 6M | +4.3% | -27.4% | +31.7% | +8.0% |
| YTD | +23.3% | -24.8% | +48.1% | +26.5% |
| 1Y | +10.5% | -8.2% | +18.7% | +9.3% |
| 3Y | +96.3% | -29.1% | +125.4% | +86.6% |
| 5Y | +98.9% | -79.2% | +178.1% | +132.2% |
| 10Y | +103.6% | -68.1% | +171.7% | +112.3% |
| All | +14,854.2% | +845.1% | +14,009.0% | +8,582.4% |
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