-47.2%
VFC vs M
-4.2%
-43.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.9% |
| 7D | +11.2% | -4.3% | +15.5% | +12.9% |
| 30D | +41.5% | +1.3% | +40.2% | +40.6% |
| 3M | +38.9% | -7.4% | +46.3% | +42.6% |
| 6M | +6.1% | +18.3% | -12.2% | -1.0% |
| YTD | +14.5% | +7.6% | +7.0% | +10.4% |
| 1Y | +46.0% | +17.4% | +28.6% | +36.4% |
| 3Y | +36.4% | +108.4% | -72.0% | +1.4% |
| 5Y | -67.5% | -10.6% | -56.9% | -70.3% |
| All | -47.2% | -4.2% | -43.0% | -66.5% |
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