+32.7%
VFC vs MULL
+337.5%
-304.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.9% |
| 7D | -1.4% | +43.3% | -44.7% | -2.2% |
| 30D | +24.6% | -37.4% | +62.1% | +25.3% |
| 3M | +38.4% | -36.8% | +75.3% | +38.7% |
| 6M | +15.3% | -36.9% | +52.1% | +12.8% |
| YTD | +12.7% | +250.7% | -237.9% | +0.2% |
| 1Y | +32.7% | +337.6% | -304.9% | +16.5% |
| All | +32.7% | +337.5% | -304.8% | +16.5% |
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