-13.0%
VFC vs MTCH
+14.2%
-27.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +3.6% |
| 7D | -1.4% | +1.3% | -2.7% | -2.0% |
| 30D | -9.0% | +15.9% | -24.9% | -16.2% |
| 3M | -24.2% | +23.3% | -47.4% | -33.3% |
| 6M | -18.5% | +40.1% | -58.6% | -33.9% |
| YTD | -25.9% | +33.6% | -59.5% | -37.7% |
| 1Y | -13.0% | +14.1% | -27.1% | -26.1% |
| All | -13.0% | +14.2% | -27.2% | -26.1% |
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