-46.1%
VFC vs TAP
-49.5%
+3.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.2% |
| 7D | +7.7% | -7.8% | +15.5% | +11.9% |
| 30D | +39.2% | +7.1% | +32.1% | +34.4% |
| 3M | +40.3% | -7.0% | +47.3% | +44.7% |
| 6M | +11.4% | -3.8% | +15.2% | +12.8% |
| YTD | +17.5% | -11.7% | +29.2% | +23.0% |
| 1Y | +45.9% | -10.1% | +56.0% | +51.0% |
| 3Y | +47.3% | -23.7% | +71.0% | +64.0% |
| 5Y | -67.2% | +2.9% | -70.1% | -69.1% |
| 10Y | -46.1% | -49.5% | +3.4% | -47.0% |
| All | -46.1% | -49.5% | +3.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling