+83,407.5%
MU vs VFC
+1,317.4%
+82,090.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.4% |
| 7D | +21.6% | -1.4% | +23.1% | +22.4% |
| 30D | -16.2% | +24.6% | -40.9% | -24.0% |
| 3M | -12.4% | +38.4% | -50.8% | -24.3% |
| 6M | +4.2% | +15.3% | -11.1% | -4.6% |
| YTD | +180.0% | +12.7% | +167.2% | +154.8% |
| 1Y | +226.4% | +32.7% | +193.7% | +175.1% |
| 3Y | +969.7% | +43.7% | +926.0% | +639.0% |
| 5Y | +957.9% | -69.2% | +1,027.1% | +1,323.0% |
| 10Y | +4,534.6% | -50.0% | +4,584.5% | +4,558.8% |
| All | +83,407.5% | +1,317.4% | +82,090.1% | +19,243.8% |
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