+68.4%
T vs VFC
-69.4%
+137.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | -3.1% | -2.3% | -0.7% | -2.8% |
| 30D | +4.6% | -13.4% | +17.9% | +6.6% |
| 3M | +12.2% | -23.7% | +35.9% | +16.0% |
| 6M | -6.5% | -24.5% | +18.0% | -3.5% |
| YTD | +4.9% | -27.8% | +32.7% | +8.4% |
| 1Y | -10.5% | -13.5% | +3.0% | -10.5% |
| 3Y | +104.6% | -27.1% | +131.7% | +92.5% |
| 5Y | +64.2% | -79.0% | +143.2% | +113.6% |
| 10Y | +68.4% | -68.7% | +137.2% | +92.4% |
| All | +68.4% | -69.4% | +137.8% | +92.4% |
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