+9.0%
MSFT vs VFC
+52.5%
-43.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.4% | +2.2% | +6.4% |
| 7D | +4.7% | +21.5% | -16.8% | +3.8% |
| 30D | +5.8% | +46.7% | -40.8% | +3.9% |
| 3M | +13.0% | +38.4% | -25.4% | +11.1% |
| 6M | +34.9% | +15.2% | +19.7% | +33.4% |
| YTD | +15.7% | +17.8% | -2.2% | +16.5% |
| 1Y | +9.0% | +55.6% | -46.6% | +12.5% |
| All | +9.0% | +52.5% | -43.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling