-69.9%
VFC vs TAP
-50.5%
-19.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -3.3% | -5.3% | +2.0% | -0.7% |
| 30D | -14.0% | -7.4% | -6.6% | -10.8% |
| 3M | -22.6% | -4.9% | -17.6% | -20.8% |
| 6M | -24.7% | -14.2% | -10.5% | -19.4% |
| YTD | -29.0% | -14.8% | -14.1% | -24.1% |
| 1Y | -13.8% | -18.1% | +4.3% | -6.4% |
| 3Y | -28.2% | -32.7% | +4.5% | -15.1% |
| 5Y | -79.0% | -0.5% | -78.5% | -79.8% |
| All | -69.9% | -50.5% | -19.3% | -70.1% |
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