+125.9%
MS vs VFC
-67.9%
+193.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | +0.9% | +30.7% | -29.8% | -5.0% |
| 3M | -10.8% | +40.6% | -51.5% | -17.6% |
| 6M | +0.9% | +16.5% | -15.6% | -3.6% |
| YTD | +9.8% | +16.2% | -6.4% | +4.6% |
| 1Y | +17.1% | +42.4% | -25.4% | +6.2% |
| 3Y | +175.7% | +48.1% | +127.6% | +125.0% |
| 5Y | +125.9% | -67.8% | +193.7% | +228.0% |
| All | +125.9% | -67.9% | +193.7% | +228.0% |
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 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