-20.7%
TLT vs VFC
-69.1%
+48.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | 0.0% |
| 7D | +0.4% | +0.8% | -0.4% | +0.4% |
| 30D | -0.3% | -11.9% | +11.6% | -0.5% |
| 3M | -1.7% | -20.2% | +18.4% | -2.0% |
| 6M | -4.9% | -23.0% | +18.1% | -5.2% |
| YTD | -2.8% | -26.2% | +23.4% | -3.2% |
| 1Y | -4.2% | -13.3% | +9.1% | -4.1% |
| 3Y | -1.1% | -25.5% | +24.4% | -0.7% |
| 5Y | -33.7% | -78.1% | +44.4% | -41.3% |
| 10Y | -20.7% | -68.8% | +48.1% | -24.8% |
| All | -20.7% | -69.1% | +48.4% | -24.8% |
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