+9.1%
TE vs VFC
+50.0%
-40.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.3% | -4.1% |
| 7D | -19.1% | +1.6% | -20.7% | -19.5% |
| 30D | -34.1% | +25.5% | -59.6% | -38.5% |
| 3M | -60.1% | +41.3% | -101.4% | -64.3% |
| 6M | -66.0% | +22.2% | -88.2% | -68.5% |
| YTD | -71.4% | +16.4% | -87.8% | -73.6% |
| 1Y | -45.3% | +38.4% | -83.7% | -52.9% |
| 3Y | +9.1% | +56.2% | -47.1% | -19.0% |
| All | +9.1% | +50.0% | -40.8% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling