-68.6%
VFC vs M
-1.9%
-66.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.4% |
| 7D | -1.6% | +4.7% | -6.3% | -3.3% |
| 30D | -11.6% | -9.6% | -2.0% | -8.2% |
| 3M | -18.1% | +0.9% | -19.0% | -18.5% |
| 6M | -27.4% | +22.3% | -49.6% | -32.8% |
| YTD | -24.8% | +6.5% | -31.3% | -27.1% |
| 1Y | -8.2% | +38.8% | -47.0% | -19.1% |
| 3Y | -29.1% | +115.9% | -145.0% | -47.6% |
| 5Y | -79.2% | +28.6% | -107.8% | -83.1% |
| All | -68.6% | -1.9% | -66.7% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling