-50.2%
VFC vs MTB
+113.8%
-164.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +24.6% | +0.8% | +23.8% | +24.0% |
| 3M | +38.4% | -12.8% | +51.2% | +51.9% |
| 6M | +15.3% | +6.7% | +8.6% | +10.4% |
| YTD | +12.7% | +11.3% | +1.4% | +5.2% |
| 1Y | +32.7% | +20.2% | +12.5% | +18.0% |
| 3Y | +43.7% | +103.8% | -60.1% | -5.3% |
| 5Y | -69.2% | +60.9% | -130.0% | -77.4% |
| All | -50.2% | +113.8% | -164.1% | -71.5% |
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