+789.7%
VFC vs MTB
+8,294.1%
-7,504.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -1.6% | +1.7% | -3.3% | -2.4% |
| 30D | -11.6% | -4.2% | -7.4% | -9.8% |
| 3M | -18.1% | +8.9% | -27.0% | -21.2% |
| 6M | -27.4% | +10.9% | -38.2% | -30.6% |
| YTD | -24.8% | +21.5% | -46.3% | -31.1% |
| 1Y | -8.2% | +21.9% | -30.1% | -15.8% |
| 3Y | -29.1% | +109.2% | -138.4% | -47.6% |
| 5Y | -79.2% | +102.0% | -181.1% | -84.6% |
| 10Y | -68.1% | +171.9% | -240.0% | -79.8% |
| All | +789.7% | +8,294.1% | -7,504.4% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling