-25.8%
TE vs VFC
+52.5%
-78.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -8.0% | -4.1% |
| 7D | +3.8% | +21.5% | -17.7% | +1.3% |
| 30D | -26.2% | +46.7% | -72.9% | -29.4% |
| 3M | -49.7% | +38.4% | -88.1% | -51.6% |
| 6M | -46.5% | +15.2% | -61.7% | -47.4% |
| YTD | -59.1% | +17.8% | -76.9% | -59.3% |
| 1Y | -25.8% | +55.6% | -81.4% | -33.5% |
| All | -25.8% | +52.5% | -78.3% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling