-48.5%
VFC vs MTB
+119.7%
-168.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.4% | -2.0% | +0.6% | 0.0% |
| 30D | +30.7% | +0.1% | +30.6% | +30.7% |
| 3M | +40.6% | -12.1% | +52.7% | +53.5% |
| 6M | +16.5% | +7.3% | +9.2% | +11.1% |
| YTD | +16.2% | +11.5% | +4.6% | +8.3% |
| 1Y | +42.4% | +21.3% | +21.2% | +25.9% |
| 3Y | +48.1% | +104.1% | -56.1% | -2.6% |
| 5Y | -67.8% | +61.8% | -129.6% | -76.5% |
| 10Y | -48.5% | +115.4% | -163.8% | -70.8% |
| All | -48.5% | +119.7% | -168.2% | -70.8% |
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