+46.0%
VFC vs TAP
-10.2%
+56.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | +7.7% | -7.8% | +15.5% | +10.9% |
| 30D | +39.2% | +7.1% | +32.1% | +35.6% |
| 3M | +40.3% | -7.0% | +47.3% | +43.6% |
| 6M | +11.4% | -3.8% | +15.2% | +12.1% |
| YTD | +17.5% | -11.7% | +29.2% | +18.9% |
| All | +46.0% | -10.2% | +56.2% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling