+62.5%
T vs VFC
-48.6%
+111.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.4% |
| 7D | +2.5% | +1.6% | +0.9% | +2.3% |
| 30D | -3.8% | +25.5% | -29.3% | -6.8% |
| 3M | -8.7% | +41.3% | -50.0% | -13.1% |
| 6M | -8.1% | +22.2% | -30.3% | -11.1% |
| YTD | -6.4% | +16.4% | -22.9% | -9.6% |
| 1Y | -9.8% | +38.4% | -48.2% | -15.1% |
| 3Y | +65.5% | +56.2% | +9.3% | +37.1% |
| 5Y | +57.0% | -68.2% | +125.1% | +95.4% |
| All | +62.5% | -48.6% | +111.1% | +73.9% |
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