+397.4%
VFC vs MDY
+2,662.7%
-2,265.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -11.6% | -1.5% | -10.1% | -10.4% |
| 3M | -18.1% | +0.8% | -18.9% | -18.2% |
| 6M | -27.4% | +7.4% | -34.8% | -31.2% |
| YTD | -24.8% | +15.2% | -40.0% | -32.9% |
| 1Y | -8.2% | +16.5% | -24.7% | -18.2% |
| 3Y | -29.1% | +46.8% | -75.9% | -44.4% |
| 5Y | -79.2% | +46.0% | -125.2% | -83.2% |
| 10Y | -68.1% | +172.1% | -240.2% | -83.5% |
| All | +397.4% | +2,662.7% | -2,265.3% | -29.9% |
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