+605.8%
MSCI vs VFC
-69.1%
+674.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.4% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -1.7% | -11.9% | +10.2% | +0.8% |
| 3M | -8.2% | -20.2% | +11.9% | -4.7% |
| 6M | -2.4% | -23.0% | +20.5% | +1.6% |
| YTD | -2.8% | -26.2% | +23.4% | +1.7% |
| 1Y | -2.7% | -13.3% | +10.7% | -2.9% |
| 3Y | +7.3% | -25.5% | +32.8% | -0.9% |
| 5Y | -11.4% | -78.1% | +66.7% | +21.3% |
| 10Y | +605.8% | -68.8% | +674.6% | +740.4% |
| All | +605.8% | -69.1% | +674.9% | +740.4% |
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 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