+607.6%
TEAM vs VFC
-53.0%
+660.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -22.2% | +3.5% | -25.7% | -22.9% |
| 30D | -28.1% | +38.3% | -66.4% | -34.1% |
| 3M | -2.2% | +40.2% | -42.3% | -10.9% |
| 6M | +62.2% | +10.6% | +51.6% | +55.8% |
| YTD | -8.4% | +16.7% | -25.1% | -14.0% |
| 1Y | -6.6% | +45.0% | -51.6% | -17.7% |
| 3Y | -15.7% | +48.8% | -64.5% | -32.6% |
| 5Y | -65.7% | -67.6% | +1.8% | -59.6% |
| 10Y | +441.0% | -47.5% | +488.5% | +408.3% |
| All | +607.6% | -53.0% | +660.6% | +634.2% |
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