+56.2%
VFC vs MDY
+56.8%
-0.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.5% |
| 7D | +1.6% | +2.3% | -0.6% | -2.9% |
| 30D | +25.5% | +2.0% | +23.5% | +20.4% |
| 3M | +41.3% | -5.6% | +46.9% | +58.1% |
| 6M | +22.2% | +1.3% | +20.9% | +19.1% |
| YTD | +16.4% | +12.3% | +4.1% | -7.9% |
| 1Y | +38.4% | +15.8% | +22.6% | +3.5% |
| 3Y | +56.2% | +56.5% | -0.3% | -41.5% |
| All | +56.2% | +56.8% | -0.6% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling