+131.3%
TLT vs VFC
+325.0%
-193.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | +0.1% | +11.2% | -11.1% | +0.7% |
| 30D | +6.2% | +41.5% | -35.3% | +8.4% |
| 3M | +0.1% | +38.9% | -38.9% | +2.1% |
| 6M | -3.0% | +6.1% | -9.1% | -2.4% |
| YTD | -2.7% | +14.5% | -17.3% | -1.5% |
| 1Y | -4.8% | +46.0% | -50.8% | -2.0% |
| 3Y | +6.9% | +36.4% | -29.5% | +12.7% |
| 5Y | -34.5% | -67.5% | +33.1% | -41.2% |
| 10Y | -17.3% | -45.8% | +28.6% | -16.4% |
| All | +131.3% | +325.0% | -193.7% | +222.9% |
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