+802.8%
TEAM vs VFC
-69.7%
+872.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.2% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +67.3% | -11.6% | +78.9% | +72.8% |
| 3M | +86.8% | -18.1% | +104.9% | +95.1% |
| 6M | +146.8% | -27.4% | +174.2% | +164.4% |
| YTD | +16.9% | -24.8% | +41.7% | +23.5% |
| 1Y | +12.8% | -8.2% | +21.0% | +11.5% |
| 3Y | -7.3% | -29.1% | +21.8% | -10.2% |
| 5Y | -50.7% | -79.2% | +28.5% | -34.7% |
| 10Y | +529.8% | -68.1% | +597.9% | +587.6% |
| All | +802.8% | -69.7% | +872.5% | +954.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling