-79.0%
VFC vs MDY
+45.8%
-124.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -0.5% |
| 7D | -2.3% | -0.8% | -1.6% | -1.1% |
| 30D | -13.4% | -3.9% | -9.5% | -7.7% |
| 3M | -23.7% | 0.0% | -23.7% | -23.1% |
| 6M | -24.5% | +8.5% | -33.0% | -33.0% |
| YTD | -27.8% | +13.2% | -41.1% | -40.0% |
| 1Y | -13.5% | +15.0% | -28.5% | -29.1% |
| 3Y | -27.1% | +49.6% | -76.7% | -55.5% |
| 5Y | -79.0% | +46.0% | -125.0% | -86.6% |
| All | -79.0% | +45.8% | -124.9% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling