+88.2%
VFC vs MUB
+77.6%
+10.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +3.5% | +0.6% | +2.9% | +3.1% |
| 30D | +38.3% | +3.4% | +34.8% | +35.1% |
| 3M | +40.2% | -0.7% | +40.9% | +40.9% |
| 6M | +10.6% | -1.0% | +11.6% | +11.5% |
| YTD | +16.7% | 0.0% | +16.8% | +17.0% |
| 1Y | +45.0% | +0.4% | +44.6% | +45.0% |
| 3Y | +48.8% | +10.5% | +38.3% | +41.5% |
| 5Y | -67.6% | +3.1% | -70.7% | -68.4% |
| 10Y | -47.5% | +22.0% | -69.6% | -49.6% |
| All | +88.2% | +77.6% | +10.5% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling