-69.9%
VFC vs MDY
+175.0%
-244.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -0.4% |
| 7D | -3.3% | -2.5% | -0.8% | 0.0% |
| 30D | -14.0% | -5.0% | -9.0% | -8.1% |
| 3M | -22.6% | +0.5% | -23.0% | -22.5% |
| 6M | -24.7% | +8.0% | -32.7% | -31.1% |
| YTD | -29.0% | +12.2% | -41.1% | -37.8% |
| 1Y | -13.8% | +14.0% | -27.8% | -25.3% |
| 3Y | -28.2% | +48.2% | -76.4% | -50.8% |
| 5Y | -79.0% | +46.1% | -125.1% | -85.1% |
| All | -69.9% | +175.0% | -244.8% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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