+670.2%
VFC vs MDY
+2,594.0%
-1,923.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.4% |
| 7D | +1.6% | +2.3% | -0.6% | -0.4% |
| 30D | +25.5% | +2.0% | +23.5% | +23.4% |
| 3M | +41.3% | -5.6% | +46.9% | +48.9% |
| 6M | +22.2% | +1.3% | +20.9% | +21.5% |
| YTD | +16.4% | +12.3% | +4.1% | +6.4% |
| 1Y | +38.4% | +15.8% | +22.6% | +23.7% |
| 3Y | +56.2% | +56.5% | -0.3% | +16.4% |
| 5Y | -68.2% | +35.1% | -103.3% | -72.7% |
| 10Y | -48.4% | +167.4% | -215.8% | -72.8% |
| All | +670.2% | +2,594.0% | -1,923.8% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling