+1,234.3%
VFC vs MTB
+7,592.0%
-6,357.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +24.6% | +0.8% | +23.8% | +24.2% |
| 3M | +38.4% | -12.8% | +51.2% | +47.7% |
| 6M | +15.3% | +6.7% | +8.6% | +11.9% |
| YTD | +12.7% | +11.3% | +1.4% | +7.6% |
| 1Y | +32.7% | +20.2% | +12.5% | +22.5% |
| 3Y | +43.7% | +103.8% | -60.1% | +7.7% |
| 5Y | -69.2% | +60.9% | -130.0% | -74.8% |
| 10Y | -50.0% | +115.0% | -165.0% | -65.1% |
| All | +1,234.3% | +7,592.0% | -6,357.7% | +233.5% |
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 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