-30.6%
TWLO vs VFC
-68.3%
+37.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.4% |
| 7D | +4.5% | +1.6% | +2.9% | +4.0% |
| 30D | -22.1% | +25.5% | -47.6% | -27.4% |
| 3M | -15.3% | +41.3% | -56.6% | -24.2% |
| 6M | +9.7% | +22.2% | -12.6% | +1.0% |
| YTD | +48.5% | +16.4% | +32.1% | +37.3% |
| 1Y | +70.3% | +38.4% | +31.9% | +47.9% |
| 3Y | +261.4% | +56.2% | +205.2% | +154.5% |
| All | -30.6% | -68.3% | +37.7% | +36.2% |
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