+145.7%
VMC vs VFC
-69.1%
+214.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.1% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | -9.7% | -9.0% | -0.7% | -7.8% |
| 3M | -9.6% | -24.2% | +14.5% | -4.3% |
| 6M | -4.8% | -18.5% | +13.7% | -1.3% |
| YTD | -10.9% | -25.9% | +15.0% | -5.9% |
| 1Y | -15.6% | -13.0% | -2.6% | -14.9% |
| 3Y | +19.3% | -20.3% | +39.7% | +8.7% |
| 5Y | +48.0% | -78.1% | +126.1% | +116.2% |
| All | +145.7% | -69.1% | +214.8% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling