-33.9%
VFC vs MULL
+2,620.5%
-2,654.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.9% |
| 7D | -2.3% | +14.8% | -17.1% | -4.1% |
| 30D | -13.4% | +36.6% | -49.9% | -17.2% |
| 3M | -23.7% | -8.9% | -14.8% | -27.8% |
| 6M | -24.5% | +311.9% | -336.4% | -50.0% |
| YTD | -27.8% | +579.8% | -607.7% | -59.4% |
| 1Y | -13.5% | +2,421.5% | -2,435.0% | -68.4% |
| All | -33.9% | +2,620.5% | -2,654.4% | -81.1% |
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