+779.7%
MSCI vs VFC
-44.8%
+824.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.3% |
| 7D | +1.5% | +7.7% | -6.2% | -0.1% |
| 30D | +14.4% | +39.2% | -24.8% | +6.9% |
| 3M | +15.2% | +40.3% | -25.1% | +7.3% |
| 6M | +11.2% | +11.4% | -0.2% | +7.7% |
| YTD | +13.9% | +17.5% | -3.6% | +8.2% |
| 1Y | +12.5% | +45.9% | -33.4% | +1.6% |
| 3Y | +32.3% | +47.3% | -15.0% | +5.2% |
| 5Y | +4.9% | -67.2% | +72.1% | +33.4% |
| 10Y | +779.7% | -46.1% | +825.8% | +854.5% |
| All | +779.7% | -44.8% | +824.5% | +854.5% |
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