+38.4%
VFC vs MULL
+322.2%
-283.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.2% | +8.4% | +3.3% |
| 7D | +1.6% | +24.5% | -22.9% | +1.1% |
| 30D | +25.5% | -35.5% | +61.0% | +26.0% |
| 3M | +41.3% | -44.8% | +86.1% | +42.1% |
| 6M | +22.2% | -45.5% | +67.7% | +20.2% |
| YTD | +16.4% | +232.5% | -216.1% | +4.0% |
| 1Y | +38.4% | +343.3% | -304.8% | +21.7% |
| All | +38.4% | +322.2% | -283.8% | +21.7% |
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