+145,627.7%
MSFT vs VFC
+1,377.5%
+144,250.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.1% |
| 7D | +7.5% | +7.7% | -0.2% | +5.6% |
| 30D | +1.9% | +39.2% | -37.3% | -6.3% |
| 3M | +9.2% | +40.3% | -31.0% | +0.1% |
| 6M | +31.9% | +11.4% | +20.5% | +26.6% |
| YTD | +13.4% | +17.5% | -4.1% | +6.4% |
| 1Y | +10.6% | +45.9% | -35.2% | -2.5% |
| 3Y | +54.7% | +47.3% | +7.4% | +19.1% |
| 5Y | +69.1% | -67.2% | +136.3% | +97.6% |
| 10Y | +920.4% | -46.1% | +966.5% | +852.8% |
| All | +145,627.7% | +1,377.5% | +144,250.2% | +50,389.4% |
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 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