-34.9%
VFC vs MULL
+2,366.2%
-2,401.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.3% | +7.8% | -0.4% |
| 7D | -3.3% | +3.6% | -6.9% | -3.8% |
| 30D | -14.0% | +22.0% | -36.0% | -16.7% |
| 3M | -22.6% | -8.6% | -13.9% | -26.9% |
| 6M | -24.7% | +248.5% | -273.2% | -48.9% |
| YTD | -29.0% | +516.3% | -545.3% | -59.6% |
| 1Y | -13.8% | +2,036.6% | -2,050.4% | -67.5% |
| All | -34.9% | +2,366.2% | -2,401.1% | -81.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling