-24.4%
VFC vs M
+123.1%
-147.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +0.9% |
| 7D | -1.6% | +4.7% | -6.3% | -4.2% |
| 30D | -11.6% | -9.6% | -2.0% | -6.4% |
| 3M | -18.1% | +0.9% | -19.0% | -18.8% |
| 6M | -27.4% | +22.3% | -49.6% | -35.8% |
| YTD | -24.8% | +6.5% | -31.3% | -28.8% |
| 1Y | -8.2% | +38.8% | -47.0% | -25.4% |
| All | -24.4% | +123.1% | -147.5% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling