-12.2%
TLT vs VFC
-50.3%
+38.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.5% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | +2.2% | +24.6% | -22.5% | +2.5% |
| 3M | -1.7% | +38.4% | -40.2% | -1.2% |
| 6M | -4.0% | +15.3% | -19.2% | -3.7% |
| YTD | -4.9% | +12.7% | -17.7% | -4.7% |
| 1Y | -7.4% | +32.7% | -40.1% | -6.7% |
| 3Y | +3.0% | +43.7% | -40.7% | +5.7% |
| 5Y | -35.1% | -69.2% | +34.1% | -42.8% |
| All | -12.2% | -50.3% | +38.0% | -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