+7.0%
VFC vs MULL
+1,070.1%
-1,063.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | +3.5% | -32.2% | +35.7% | +6.8% |
| 30D | +38.3% | -55.4% | +93.6% | +48.3% |
| 3M | +40.2% | -41.3% | +81.4% | +43.7% |
| 6M | +10.6% | -44.9% | +55.5% | +2.2% |
| YTD | +16.7% | +192.4% | -175.7% | -29.6% |
| 1Y | +45.0% | +239.4% | -194.4% | -18.4% |
| All | +7.0% | +1,070.1% | -1,063.1% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling