+141,733.1%
MSFT vs VFC
+1,340.0%
+140,393.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.7% | +11.2% | -9.5% | -1.0% |
| 30D | +0.2% | +41.5% | -41.4% | -8.3% |
| 3M | +6.4% | +38.9% | -32.6% | -2.3% |
| 6M | +28.7% | +6.1% | +22.6% | +25.0% |
| YTD | +10.4% | +14.5% | -4.1% | +4.2% |
| 1Y | +7.6% | +46.0% | -38.3% | -5.2% |
| 3Y | +52.3% | +36.4% | +15.9% | +19.8% |
| 5Y | +64.5% | -67.5% | +132.1% | +92.6% |
| 10Y | +917.8% | -45.8% | +963.7% | +847.4% |
| All | +141,733.1% | +1,340.0% | +140,393.1% | +49,351.1% |
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