+8,398.6%
TPR vs VFC
+567.3%
+7,831.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +14.2% | +11.2% | +3.0% | +6.8% |
| 30D | +17.1% | +41.5% | -24.4% | -5.6% |
| 3M | -17.7% | +38.9% | -56.6% | -33.3% |
| 6M | -10.2% | +6.1% | -16.3% | -16.5% |
| YTD | +4.9% | +14.5% | -9.6% | -8.8% |
| 1Y | +36.1% | +46.0% | -9.8% | +0.6% |
| 3Y | +416.5% | +36.4% | +380.1% | +192.8% |
| 5Y | +254.8% | -67.5% | +322.3% | +451.0% |
| 10Y | +391.7% | -45.8% | +437.6% | +410.9% |
| All | +8,398.6% | +567.3% | +7,831.4% | +1,435.6% |
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 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