-68.5%
VFC vs MKTX
+5.0%
-73.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -9.0% | +0.7% | -9.7% | -9.1% |
| 3M | -24.2% | +40.8% | -65.0% | -29.6% |
| 6M | -18.5% | -8.0% | -10.5% | -17.8% |
| YTD | -25.9% | -8.7% | -17.1% | -25.2% |
| 1Y | -13.0% | -11.8% | -1.1% | -11.7% |
| 3Y | -20.3% | -24.0% | +3.7% | -18.6% |
| 5Y | -78.1% | -60.3% | -17.8% | -74.7% |
| All | -68.5% | +5.0% | -73.6% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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