+55.6%
VFC vs MTB
+27.0%
+28.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.3% | +3.2% |
| 7D | +21.5% | +2.0% | +19.5% | +19.0% |
| 30D | +46.7% | +2.9% | +43.7% | +42.3% |
| 3M | +38.4% | -10.7% | +49.0% | +56.8% |
| 6M | +15.2% | +6.3% | +8.9% | +7.5% |
| YTD | +17.8% | +13.8% | +4.0% | -4.9% |
| 1Y | +55.6% | +27.7% | +27.8% | -1.7% |
| All | +55.6% | +27.0% | +28.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling