+230.8%
TPR vs VFC
-68.8%
+299.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +0.5% |
| 7D | -1.1% | -1.4% | +0.3% | -0.6% |
| 30D | +15.1% | +24.6% | -9.5% | +6.2% |
| 3M | -13.4% | +38.4% | -51.8% | -23.3% |
| 6M | +1.4% | +15.3% | -13.9% | -5.4% |
| YTD | +4.8% | +12.7% | -8.0% | -2.3% |
| 1Y | +29.2% | +32.7% | -3.5% | +12.9% |
| 3Y | +403.7% | +43.7% | +360.0% | +268.8% |
| 5Y | +230.8% | -69.2% | +300.0% | +645.8% |
| All | +230.8% | -68.8% | +299.7% | +645.8% |
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