-44.5%
TOST vs VFC
-63.8%
+19.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | +11.2% | -1.8% | +5.4% |
| 30D | +13.5% | +41.5% | -28.0% | +0.2% |
| 3M | -0.1% | +38.9% | -39.1% | -11.4% |
| 6M | +22.5% | +6.1% | +16.3% | +18.1% |
| YTD | -2.4% | +14.5% | -16.9% | -9.2% |
| 1Y | -4.7% | +46.0% | -50.7% | -19.1% |
| 3Y | +103.2% | +36.4% | +66.8% | +49.5% |
| 5Y | -41.2% | -67.5% | +26.3% | +30.4% |
| All | -44.5% | -63.8% | +19.3% | +18.5% |
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