+246.5%
TWLO vs VFC
-28.9%
+275.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.2% |
| 7D | -3.9% | -4.0% | +0.1% | -3.1% |
| 30D | -9.7% | -14.6% | +4.9% | -6.7% |
| 3M | +11.6% | -23.1% | +34.7% | +17.0% |
| 6M | +84.7% | -25.2% | +109.9% | +94.0% |
| YTD | +62.5% | -29.5% | +92.0% | +72.0% |
| 1Y | +121.7% | -14.4% | +136.1% | +122.1% |
| All | +246.5% | -28.9% | +275.3% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling