-4.7%
TOST vs VFC
+41.4%
-46.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | +11.2% | -1.8% | +5.8% |
| 30D | +13.5% | +41.5% | -28.0% | +1.8% |
| 3M | -0.1% | +38.9% | -39.1% | -10.1% |
| 6M | +22.5% | +6.1% | +16.3% | +18.1% |
| YTD | -2.4% | +14.5% | -16.9% | -8.5% |
| 1Y | -4.7% | +46.0% | -50.7% | -21.0% |
| All | -4.7% | +41.4% | -46.1% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling