-46.1%
VFC vs M
+3.7%
-49.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | -0.4% |
| 7D | +7.7% | +2.5% | +5.1% | +6.4% |
| 30D | +39.2% | +10.1% | +29.1% | +34.0% |
| 3M | +40.3% | -0.9% | +41.2% | +40.3% |
| 6M | +11.4% | +30.2% | -18.8% | +0.2% |
| YTD | +17.5% | +16.3% | +1.2% | +9.9% |
| 1Y | +45.9% | +27.0% | +18.9% | +32.3% |
| 3Y | +47.3% | +154.5% | -107.2% | +2.2% |
| 5Y | -67.2% | -1.1% | -66.1% | -71.1% |
| 10Y | -46.1% | +0.5% | -46.6% | -66.6% |
| All | -46.1% | +3.7% | -49.8% | -66.6% |
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