-68.7%
VFC vs MTB
+172.8%
-241.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -2.3% | +1.1% | -3.4% | -3.1% |
| 30D | -13.4% | -4.6% | -8.7% | -10.5% |
| 3M | -23.7% | +6.3% | -30.0% | -26.6% |
| 6M | -24.5% | +15.6% | -40.1% | -31.4% |
| YTD | -27.8% | +20.6% | -48.4% | -36.2% |
| 1Y | -13.5% | +22.5% | -36.0% | -24.0% |
| 3Y | -27.1% | +114.4% | -141.5% | -53.6% |
| 5Y | -79.0% | +101.9% | -180.9% | -86.7% |
| 10Y | -68.7% | +170.4% | -239.2% | -84.6% |
| All | -68.7% | +172.8% | -241.6% | -84.6% |
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