-79.7%
VFC vs GTLB
-49.8%
-29.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | -3.3% | -4.1% | +0.8% | -2.5% |
| 30D | -14.0% | +12.3% | -26.3% | -16.2% |
| 3M | -22.6% | +65.9% | -88.5% | -30.3% |
| 6M | -24.7% | +104.0% | -128.7% | -35.9% |
| YTD | -29.0% | +26.0% | -55.0% | -33.8% |
| 1Y | -13.8% | -3.5% | -10.3% | -15.8% |
| 3Y | -28.2% | -9.6% | -18.6% | -31.2% |
| All | -79.7% | -49.8% | -29.9% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GTLB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling