-53.4%
TE vs VFC
-83.8%
+30.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.2% | -6.3% |
| 7D | +0.9% | -3.3% | +4.2% | +1.9% |
| 30D | -16.3% | -14.0% | -2.3% | -12.4% |
| 3M | -40.8% | -22.6% | -18.2% | -36.7% |
| 6M | -42.6% | -24.7% | -17.9% | -38.7% |
| YTD | -31.4% | -29.0% | -2.5% | -26.1% |
| 1Y | +144.9% | -13.8% | +158.7% | +143.0% |
| 3Y | -26.0% | -28.2% | +2.2% | -28.5% |
| 5Y | -48.5% | -79.0% | +30.5% | -39.3% |
| All | -53.4% | -83.8% | +30.4% | -45.4% |
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