+55.6%
VFC vs MULL
+444.9%
-389.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -13.8% | +18.2% | +4.7% |
| 7D | +21.5% | -35.9% | +57.4% | +22.6% |
| 30D | +46.7% | -47.3% | +94.0% | +48.8% |
| 3M | +38.4% | -30.6% | +69.0% | +38.7% |
| 6M | +15.2% | +13.7% | +1.5% | +9.0% |
| YTD | +17.8% | +272.1% | -254.3% | +1.8% |
| 1Y | +55.6% | +475.1% | -419.5% | +28.5% |
| All | +55.6% | +444.9% | -389.3% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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