+131.2%
TLT vs VFC
+178.9%
-47.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.3% |
| 7D | -0.4% | -1.6% | +1.2% | -0.5% |
| 30D | -0.6% | -11.6% | +11.1% | -1.3% |
| 3M | -2.7% | -18.1% | +15.4% | -3.7% |
| 6M | -5.6% | -27.4% | +21.7% | -7.2% |
| YTD | -2.8% | -24.8% | +22.0% | -4.1% |
| 1Y | -1.4% | -8.2% | +6.8% | -1.2% |
| 3Y | -1.6% | -29.1% | +27.5% | -1.0% |
| 5Y | -33.8% | -79.2% | +45.3% | -42.2% |
| 10Y | -21.1% | -68.1% | +47.0% | -23.5% |
| All | +131.2% | +178.9% | -47.7% | +214.6% |
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 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