-80.1%
VFC vs MNDY
-49.8%
-30.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.1% |
| 7D | -1.4% | -4.6% | +3.3% | -0.7% |
| 30D | -9.0% | +1.0% | -10.0% | -9.5% |
| 3M | -24.2% | +9.1% | -33.3% | -25.8% |
| 6M | -18.5% | +14.2% | -32.7% | -21.6% |
| YTD | -25.9% | -41.1% | +15.3% | -21.4% |
| 1Y | -13.0% | -54.7% | +41.7% | -4.2% |
| 3Y | -20.3% | -50.6% | +30.2% | -14.9% |
| 5Y | -78.1% | -76.7% | -1.4% | -78.4% |
| All | -80.1% | -49.8% | -30.2% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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