+502.9%
TEAM vs VFC
-69.4%
+572.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | -4.7% | -2.3% | -2.3% | -4.1% |
| 30D | +17.0% | -13.4% | +30.4% | +21.3% |
| 3M | +85.9% | -23.7% | +109.6% | +97.6% |
| 6M | +116.7% | -24.5% | +141.1% | +129.6% |
| YTD | +9.6% | -27.8% | +37.5% | +16.9% |
| 1Y | -2.5% | -13.5% | +10.9% | -2.0% |
| 3Y | -14.0% | -27.1% | +13.1% | -17.2% |
| 5Y | -53.1% | -79.0% | +25.9% | -39.1% |
| 10Y | +502.9% | -68.7% | +571.7% | +624.0% |
| All | +502.9% | -69.4% | +572.3% | +624.0% |
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 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