-25.5%
VFC vs MTB
+118.5%
-144.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | +0.8% | +2.8% | -1.9% | -2.2% |
| 30D | -11.9% | -4.2% | -7.8% | -7.8% |
| 3M | -20.2% | +7.8% | -27.9% | -26.2% |
| 6M | -23.0% | +14.8% | -37.8% | -33.8% |
| YTD | -26.2% | +20.8% | -47.0% | -40.1% |
| 1Y | -13.3% | +23.1% | -36.4% | -30.9% |
| 3Y | -25.5% | +114.8% | -140.3% | -69.3% |
| All | -25.5% | +118.5% | -144.0% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling