-45.4%
TE vs VFC
-78.7%
+33.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.1% |
| 7D | +15.0% | -2.3% | +17.3% | +15.9% |
| 30D | -7.5% | -13.4% | +5.8% | -2.6% |
| 3M | -42.0% | -23.7% | -18.3% | -36.6% |
| 6M | -31.4% | -24.5% | -7.0% | -25.9% |
| YTD | -26.5% | -27.8% | +1.3% | -20.1% |
| 1Y | +153.1% | -13.5% | +166.5% | +148.5% |
| 3Y | -20.7% | -27.1% | +6.4% | -25.8% |
| 5Y | -45.4% | -79.0% | +33.6% | +0.5% |
| All | -45.4% | -78.7% | +33.2% | +0.5% |
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 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