+55.6%
VFC vs M
+36.6%
+19.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.6% | -3.2% | +0.1% |
| 7D | +21.5% | +8.3% | +13.2% | +16.0% |
| 30D | +46.7% | +14.2% | +32.5% | +35.7% |
| 3M | +38.4% | -1.1% | +39.5% | +38.7% |
| 6M | +15.2% | +36.6% | -21.4% | -5.1% |
| YTD | +17.8% | +19.8% | -2.0% | +4.6% |
| 1Y | +55.6% | +37.2% | +18.4% | +22.4% |
| All | +55.6% | +36.6% | +19.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling