+5.6%
MSCI vs VFC
-68.8%
+74.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.4% | -1.0% |
| 7D | -0.7% | -1.4% | +0.8% | -0.5% |
| 30D | +16.2% | +24.6% | -8.5% | +12.2% |
| 3M | +16.1% | +38.4% | -22.3% | +10.3% |
| 6M | +12.9% | +15.3% | -2.4% | +9.6% |
| YTD | +14.8% | +12.7% | +2.1% | +11.2% |
| 1Y | +13.8% | +32.7% | -18.9% | +7.0% |
| 3Y | +31.2% | +43.7% | -12.5% | +9.2% |
| 5Y | +5.6% | -69.2% | +74.7% | +72.4% |
| All | +5.6% | -68.8% | +74.4% | +72.4% |
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 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