-12.5%
TLT vs VFC
-44.8%
+32.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.1% |
| 7D | +0.3% | +7.7% | -7.4% | +0.4% |
| 30D | +5.1% | +39.2% | -34.1% | +5.7% |
| 3M | -0.2% | +40.3% | -40.5% | +0.4% |
| 6M | -2.9% | +11.4% | -14.3% | -2.7% |
| YTD | -2.7% | +17.5% | -20.2% | -2.3% |
| 1Y | -4.6% | +45.9% | -50.5% | -3.7% |
| 3Y | +6.1% | +47.3% | -41.2% | +8.8% |
| 5Y | -35.1% | -67.2% | +32.1% | -42.7% |
| 10Y | -12.5% | -46.1% | +33.6% | -17.6% |
| All | -12.5% | -44.8% | +32.3% | -17.6% |
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