-20.3%
VFC vs MOH
-36.3%
+15.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.3% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | -9.0% | -0.9% | -8.1% | -8.9% |
| 3M | -24.2% | +5.7% | -29.9% | -24.3% |
| 6M | -18.5% | +39.1% | -57.6% | -19.6% |
| YTD | -25.9% | +17.7% | -43.6% | -26.4% |
| 1Y | -13.0% | +8.4% | -21.4% | -13.8% |
| 3Y | -20.3% | -36.6% | +16.2% | -13.0% |
| All | -20.3% | -36.3% | +15.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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