+2,417.1%
MSCI vs VFC
+17.2%
+2,399.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.0% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | +0.6% | -11.6% | +12.2% | +4.1% |
| 3M | -7.1% | -18.1% | +11.0% | -2.7% |
| 6M | +0.8% | -27.4% | +28.2% | +8.6% |
| YTD | +1.0% | -24.8% | +25.8% | +6.9% |
| 1Y | +4.3% | -8.2% | +12.5% | +1.8% |
| 3Y | +9.9% | -29.1% | +39.1% | -0.9% |
| 5Y | -6.8% | -79.2% | +72.4% | +36.4% |
| 10Y | +614.7% | -68.1% | +682.8% | +652.5% |
| All | +2,417.1% | +17.2% | +2,399.9% | +992.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling