-29.5%
TOST vs VFC
-67.9%
+38.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -3.6% | -1.4% | -2.2% | -3.1% |
| 30D | +8.9% | +30.7% | -21.8% | -1.2% |
| 3M | -2.2% | +40.6% | -42.9% | -13.7% |
| 6M | +41.0% | +16.5% | +24.5% | +31.4% |
| YTD | -4.0% | +16.2% | -20.1% | -11.2% |
| 1Y | -9.6% | +42.4% | -52.0% | -22.7% |
| 3Y | +141.7% | +48.1% | +93.6% | +68.7% |
| 5Y | -29.5% | -67.8% | +38.3% | +87.3% |
| All | -29.5% | -67.9% | +38.4% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling