+67.7%
T vs VFC
-79.1%
+146.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | -1.3% | -1.6% | +0.3% | -1.2% |
| 30D | +11.4% | -11.6% | +23.0% | +12.2% |
| 3M | +14.3% | -18.1% | +32.4% | +15.6% |
| 6M | -9.3% | -27.4% | +18.1% | -7.8% |
| YTD | +7.1% | -24.8% | +31.9% | +8.4% |
| 1Y | -9.1% | -8.2% | -0.9% | -9.4% |
| 3Y | +105.3% | -29.1% | +134.4% | +101.9% |
| All | +67.7% | -79.1% | +146.7% | +92.6% |
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