-44.4%
TOST vs VFC
-62.9%
+18.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.6% |
| 7D | +4.0% | +7.7% | -3.6% | +1.3% |
| 30D | +11.1% | +39.2% | -28.1% | -1.4% |
| 3M | +0.8% | +40.3% | -39.4% | -10.8% |
| 6M | +38.8% | +11.4% | +27.4% | +31.5% |
| YTD | -2.1% | +17.5% | -19.6% | -9.8% |
| 1Y | -6.0% | +45.9% | -51.9% | -20.2% |
| 3Y | +149.8% | +47.3% | +102.5% | +76.4% |
| 5Y | -42.8% | -67.2% | +24.4% | +25.9% |
| All | -44.4% | -62.9% | +18.5% | +17.8% |
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