-48.6%
VFC vs MTB
+115.1%
-163.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +2.8% |
| 7D | +1.6% | +1.5% | +0.1% | +0.6% |
| 30D | +25.5% | +2.3% | +23.1% | +23.7% |
| 3M | +41.3% | -12.1% | +53.4% | +54.2% |
| 6M | +22.2% | +9.8% | +12.4% | +14.8% |
| YTD | +16.4% | +12.0% | +4.4% | +8.2% |
| 1Y | +38.4% | +22.0% | +16.4% | +21.9% |
| 3Y | +56.2% | +107.6% | -51.4% | +1.7% |
| 5Y | -68.2% | +61.9% | -130.0% | -76.7% |
| All | -48.6% | +115.1% | -163.7% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling