+55.6%
VFC vs MTCH
+27.4%
+28.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +2.6% |
| 7D | +21.5% | -4.4% | +25.9% | +23.4% |
| 30D | +46.7% | -0.3% | +47.0% | +45.7% |
| 3M | +38.4% | -2.0% | +40.4% | +37.4% |
| 6M | +15.2% | +6.4% | +8.8% | +8.7% |
| YTD | +17.8% | +27.3% | -9.5% | +0.9% |
| 1Y | +55.6% | +30.3% | +25.2% | +27.2% |
| All | +55.6% | +27.4% | +28.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling