+3,971.9%
MU vs VFC
-46.8%
+4,018.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -22.0% | +11.2% | -33.2% | -25.0% |
| 30D | -36.6% | +41.5% | -78.1% | -44.3% |
| 3M | -21.7% | +38.9% | -60.6% | -31.0% |
| 6M | +3.5% | +6.1% | -2.6% | -1.0% |
| YTD | +141.9% | +14.5% | +127.4% | +122.4% |
| 1Y | +189.8% | +46.0% | +143.9% | +141.7% |
| 3Y | +855.4% | +36.4% | +819.0% | +612.8% |
| 5Y | +869.2% | -67.5% | +936.7% | +1,321.7% |
| All | +3,971.9% | -46.8% | +4,018.8% | +5,446.6% |
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