+311.2%
TPR vs VFC
-69.1%
+380.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.9% | -2.8% |
| 7D | -3.4% | +0.8% | -4.2% | -3.8% |
| 30D | -27.3% | -11.9% | -15.4% | -22.5% |
| 3M | -16.2% | -20.2% | +3.9% | -7.9% |
| 6M | -17.9% | -23.0% | +5.1% | -8.8% |
| YTD | -7.1% | -26.2% | +19.1% | +4.4% |
| 1Y | +13.6% | -13.3% | +26.9% | +14.6% |
| 3Y | +293.7% | -25.5% | +319.2% | +233.9% |
| 5Y | +239.1% | -78.1% | +317.2% | +654.1% |
| 10Y | +311.2% | -68.8% | +380.0% | +636.6% |
| All | +311.2% | -69.1% | +380.3% | +636.6% |
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