-45.7%
TOST vs VFC
-76.2%
+30.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.8% |
| 7D | -3.4% | -1.6% | -1.8% | -2.9% |
| 30D | -2.4% | -11.6% | +9.2% | +1.9% |
| 3M | +34.6% | -18.1% | +52.7% | +42.8% |
| 6M | +15.2% | -27.4% | +42.6% | +26.7% |
| YTD | -4.4% | -24.8% | +20.4% | +3.5% |
| 1Y | -17.4% | -8.2% | -9.2% | -17.6% |
| 3Y | +54.5% | -29.1% | +83.6% | +48.4% |
| All | -45.7% | -76.2% | +30.6% | +35.1% |
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