+419.1%
VFC vs MTCH
+14,357.7%
-13,938.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | +0.8% | -1.8% | +2.7% | +1.1% |
| 30D | -11.9% | +10.4% | -22.4% | -13.4% |
| 3M | -20.2% | +21.0% | -41.2% | -22.7% |
| 6M | -23.0% | +36.6% | -59.6% | -26.9% |
| YTD | -26.2% | +29.7% | -55.9% | -29.4% |
| 1Y | -13.3% | +8.6% | -21.9% | -14.6% |
| 3Y | -25.5% | -2.7% | -22.8% | -25.6% |
| 5Y | -78.1% | -72.9% | -5.2% | -74.7% |
| 10Y | -68.8% | +185.0% | -253.8% | -73.7% |
| All | +419.1% | +14,357.7% | -13,938.6% | +270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling