+52.3%
MSFT vs VFC
+39.5%
+12.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.7% | +11.2% | -9.5% | +0.9% |
| 30D | +0.2% | +41.5% | -41.4% | -2.4% |
| 3M | +6.4% | +38.9% | -32.6% | +3.8% |
| 6M | +28.7% | +6.1% | +22.6% | +27.7% |
| YTD | +10.4% | +14.5% | -4.1% | +8.8% |
| 1Y | +7.6% | +46.0% | -38.3% | +4.0% |
| 3Y | +52.3% | +36.4% | +15.9% | +45.9% |
| All | +52.3% | +39.5% | +12.8% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling