+89.4%
VFC vs MUB
+78.4%
+11.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +7.7% | +1.0% | +6.6% | +6.9% |
| 30D | +39.2% | +3.9% | +35.3% | +35.6% |
| 3M | +40.3% | -0.4% | +40.6% | +40.6% |
| 6M | +11.4% | -0.6% | +11.9% | +11.9% |
| YTD | +17.5% | +0.4% | +17.1% | +17.5% |
| 1Y | +45.9% | +0.8% | +45.0% | +45.4% |
| 3Y | +47.3% | +11.3% | +36.0% | +39.5% |
| 5Y | -67.2% | +3.4% | -70.6% | -68.1% |
| 10Y | -46.1% | +21.9% | -68.0% | -48.4% |
| All | +89.4% | +78.4% | +11.0% | +90.7% |
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