-8.2%
VFC vs MULL
+3,061.6%
-3,069.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.8% | -9.4% | +1.9% |
| 7D | -1.6% | +17.3% | -18.9% | -2.3% |
| 30D | -11.6% | +23.5% | -35.1% | -12.6% |
| 3M | -18.1% | -24.0% | +5.9% | -19.4% |
| 6M | -27.4% | +276.7% | -304.1% | -37.3% |
| YTD | -24.8% | +565.1% | -589.9% | -39.0% |
| 1Y | -8.2% | +2,802.6% | -2,810.8% | -43.6% |
| All | -8.2% | +3,061.6% | -3,069.8% | -43.6% |
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