-22.4%
VFC vs MNDY
-52.8%
+30.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.7% |
| 7D | -2.3% | -14.1% | +11.8% | +0.2% |
| 30D | -13.4% | -8.5% | -4.9% | -12.4% |
| 3M | -23.7% | -2.5% | -21.2% | -24.1% |
| 6M | -24.5% | +0.1% | -24.5% | -26.2% |
| YTD | -27.8% | -45.0% | +17.2% | -20.6% |
| 1Y | -13.5% | -58.1% | +44.7% | +0.6% |
| All | -22.4% | -52.8% | +30.3% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling