-13.0%
VFC vs MKTX
-10.6%
-2.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.0% |
| 3M | -24.2% | +40.8% | -65.0% | -23.8% |
| 6M | -18.5% | -8.0% | -10.5% | -20.3% |
| YTD | -25.9% | -8.7% | -17.1% | -27.5% |
| 1Y | -13.0% | -11.8% | -1.1% | -16.2% |
| All | -13.0% | -10.6% | -2.4% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling