+19.0%
MSCI vs VFC
+52.5%
-33.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.0% | +4.9% |
| 7D | +11.5% | +21.5% | -10.0% | +9.4% |
| 30D | +22.1% | +46.7% | -24.6% | +18.0% |
| 3M | +18.4% | +38.4% | -20.0% | +14.9% |
| 6M | +16.6% | +15.2% | +1.4% | +14.2% |
| YTD | +18.8% | +17.8% | +1.0% | +15.6% |
| 1Y | +19.0% | +55.6% | -36.6% | +13.2% |
| All | +19.0% | +52.5% | -33.5% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling