-67.9%
VFC vs M
-11.5%
-56.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +2.3% |
| 7D | +11.2% | -4.3% | +15.5% | +13.3% |
| 30D | +41.5% | +1.3% | +40.2% | +40.3% |
| 3M | +38.9% | -7.4% | +46.3% | +43.5% |
| 6M | +6.1% | +18.3% | -12.2% | -3.0% |
| YTD | +14.5% | +7.6% | +7.0% | +8.9% |
| 1Y | +46.0% | +17.4% | +28.6% | +33.3% |
| 3Y | +36.4% | +108.4% | -72.0% | -8.8% |
| All | -67.9% | -11.5% | -56.4% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling