+53.4%
T vs VFC
-67.4%
+120.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.0% | +11.2% | -10.2% | +0.4% |
| 30D | -10.6% | +41.5% | -52.1% | -12.5% |
| 3M | -7.7% | +38.9% | -46.7% | -9.6% |
| 6M | -13.3% | +6.1% | -19.4% | -13.8% |
| YTD | -8.8% | +14.5% | -23.3% | -10.0% |
| 1Y | -8.4% | +46.0% | -54.4% | -11.1% |
| 3Y | +59.6% | +36.4% | +23.3% | +47.8% |
| All | +53.4% | -67.4% | +120.9% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling