-68.0%
VFC vs MUB
+18.0%
-86.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | -0.3% | +1.1% | +1.3% |
| 30D | -11.9% | -1.5% | -10.4% | -9.6% |
| 3M | -20.2% | -1.9% | -18.2% | -17.3% |
| 6M | -23.0% | -1.7% | -21.3% | -20.4% |
| YTD | -26.2% | -0.8% | -25.4% | -24.9% |
| 1Y | -13.3% | +1.5% | -14.8% | -15.0% |
| 3Y | -25.5% | +8.8% | -34.2% | -33.5% |
| 5Y | -78.1% | +2.0% | -80.1% | -79.0% |
| All | -68.0% | +18.0% | -86.1% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling