+5,778.3%
MU vs VFC
-69.1%
+5,847.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | +7.2% | +0.8% | +6.3% | +6.9% |
| 30D | +14.0% | -11.9% | +25.9% | +19.1% |
| 3M | +5.4% | -20.2% | +25.5% | +13.0% |
| 6M | +170.3% | -23.0% | +193.3% | +190.4% |
| YTD | +250.7% | -26.2% | +276.9% | +280.1% |
| 1Y | +662.1% | -13.3% | +675.4% | +667.0% |
| 3Y | +1,341.2% | -25.5% | +1,366.7% | +1,229.3% |
| 5Y | +1,319.3% | -78.1% | +1,397.5% | +2,287.6% |
| 10Y | +5,778.3% | -68.8% | +5,847.1% | +9,311.7% |
| All | +5,778.3% | -69.1% | +5,847.4% | +9,311.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling