+3,510.0%
VMC vs VFC
+1,360.5%
+2,149.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.3% | -1.4% | -2.9% | -3.9% |
| 30D | +16.2% | +30.7% | -14.5% | +7.3% |
| 3M | -0.8% | +40.6% | -41.5% | -10.6% |
| 6M | +1.2% | +16.5% | -15.3% | -4.4% |
| YTD | +0.5% | +16.2% | -15.7% | -5.9% |
| 1Y | -2.9% | +42.4% | -45.3% | -14.9% |
| 3Y | +37.3% | +48.1% | -10.7% | +1.6% |
| 5Y | +48.8% | -67.8% | +116.6% | +80.9% |
| 10Y | +131.4% | -48.5% | +179.9% | +122.6% |
| All | +3,510.0% | +1,360.5% | +2,149.5% | +1,375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling