+76,578.9%
MU vs VFC
+1,377.5%
+75,201.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.6% | +5.2% |
| 7D | -12.0% | +7.7% | -19.7% | -14.6% |
| 30D | -28.7% | +39.2% | -67.9% | -38.4% |
| 3M | -16.4% | +40.3% | -56.7% | -28.2% |
| 6M | -1.8% | +11.4% | -13.2% | -8.9% |
| YTD | +157.1% | +17.5% | +139.5% | +130.1% |
| 1Y | +208.5% | +45.9% | +162.6% | +149.7% |
| 3Y | +906.2% | +47.3% | +858.8% | +588.5% |
| 5Y | +893.4% | -67.2% | +960.6% | +1,201.3% |
| 10Y | +4,271.9% | -46.1% | +4,318.0% | +4,153.1% |
| All | +76,578.9% | +1,377.5% | +75,201.4% | +17,363.8% |
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