-7.5%
MSCI vs VFC
-79.1%
+71.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.6% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | +0.6% | -11.6% | +12.2% | +2.4% |
| 3M | -7.1% | -18.1% | +11.0% | -4.8% |
| 6M | +0.8% | -27.4% | +28.2% | +4.9% |
| YTD | +1.0% | -24.8% | +25.8% | +4.2% |
| 1Y | +4.3% | -8.2% | +12.5% | +3.1% |
| 3Y | +9.9% | -29.1% | +39.1% | +6.4% |
| All | -7.5% | -79.1% | +71.6% | +39.3% |
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