-35.6%
TWLO vs VFC
-78.7%
+43.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +0.2% | -2.3% | +2.5% | +0.9% |
| 30D | -9.1% | -13.4% | +4.2% | -5.2% |
| 3M | +11.0% | -23.7% | +34.7% | +19.0% |
| 6M | +79.4% | -24.5% | +103.8% | +91.5% |
| YTD | +59.7% | -27.8% | +87.6% | +71.6% |
| 1Y | +112.3% | -13.5% | +125.8% | +111.6% |
| 3Y | +247.0% | -27.1% | +274.1% | +221.5% |
| 5Y | -35.6% | -79.0% | +43.4% | +27.6% |
| All | -35.6% | -78.7% | +43.1% | +27.6% |
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 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