+674.0%
MRNA vs VFC
-77.7%
+751.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.0% | +4.4% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | +126.1% | -9.0% | +135.1% | +131.1% |
| 3M | +190.0% | -24.2% | +214.2% | +206.2% |
| 6M | +157.2% | -18.5% | +175.7% | +167.1% |
| YTD | +388.2% | -25.9% | +414.1% | +416.6% |
| 1Y | +467.0% | -13.0% | +480.0% | +477.6% |
| 3Y | +36.1% | -20.3% | +56.4% | +34.7% |
| 5Y | -68.0% | -78.1% | +10.1% | -64.5% |
| All | +674.0% | -77.7% | +751.7% | +696.0% |
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