+46.0%
VFC vs M
+15.5%
+30.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +2.7% |
| 7D | +11.2% | -4.3% | +15.5% | +13.6% |
| 30D | +41.5% | +1.3% | +40.2% | +40.0% |
| 3M | +38.9% | -7.4% | +46.3% | +44.1% |
| 6M | +6.1% | +18.3% | -12.2% | -4.4% |
| YTD | +14.5% | +7.6% | +7.0% | +8.3% |
| 1Y | +46.0% | +17.4% | +28.6% | +28.3% |
| All | +46.0% | +15.5% | +30.5% | +28.3% |
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