-79.8%
VFC vs MNDY
-47.4%
-32.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.4% | +8.8% | +3.3% |
| 7D | -1.6% | -9.6% | +8.0% | -0.2% |
| 30D | -11.6% | -0.4% | -11.2% | -11.9% |
| 3M | -18.1% | +4.3% | -22.4% | -19.3% |
| 6M | -27.4% | +19.8% | -47.1% | -30.6% |
| YTD | -24.8% | -38.3% | +13.5% | -20.8% |
| 1Y | -8.2% | -50.1% | +41.9% | -0.5% |
| 3Y | -29.1% | -48.4% | +19.3% | -24.7% |
| 5Y | -79.2% | -76.0% | -3.1% | -79.6% |
| All | -79.8% | -47.4% | -32.4% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling