+709.2%
TWLO vs VFC
-70.6%
+779.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.8% |
| 7D | -2.0% | -1.6% | -0.4% | -1.6% |
| 30D | +20.6% | -11.6% | +32.2% | +25.1% |
| 3M | -1.5% | -18.1% | +16.6% | +3.2% |
| 6M | +89.4% | -27.4% | +116.8% | +104.6% |
| YTD | +63.8% | -24.8% | +88.6% | +73.8% |
| 1Y | +119.7% | -8.2% | +127.9% | +115.4% |
| 3Y | +256.1% | -29.1% | +285.2% | +236.6% |
| 5Y | -36.6% | -79.2% | +42.6% | -6.6% |
| 10Y | +304.3% | -68.1% | +372.4% | +423.5% |
| All | +709.2% | -70.6% | +779.8% | +1,058.5% |
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