+79.2%
VFC vs MKTX
+1,445.1%
-1,365.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -13.4% | +1.0% | -14.3% | -13.5% |
| 3M | -23.7% | +40.8% | -64.5% | -29.9% |
| 6M | -24.5% | -10.9% | -13.6% | -23.6% |
| YTD | -27.8% | -8.6% | -19.2% | -27.6% |
| 1Y | -13.5% | -11.6% | -1.9% | -12.7% |
| 3Y | -27.1% | -24.5% | -2.6% | -25.8% |
| 5Y | -79.0% | -60.7% | -18.3% | -75.8% |
| 10Y | -68.7% | +5.1% | -73.9% | -72.3% |
| All | +79.2% | +1,445.1% | -1,365.9% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling