+36.4%
VFC vs TAP
-23.7%
+60.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +2.5% |
| 7D | +11.2% | +0.5% | +10.7% | +10.7% |
| 30D | +41.5% | +9.1% | +32.4% | +34.8% |
| 3M | +38.9% | -3.8% | +42.7% | +41.2% |
| 6M | +6.1% | -3.4% | +9.6% | +7.3% |
| YTD | +14.5% | -10.6% | +25.2% | +19.0% |
| 1Y | +46.0% | -4.4% | +50.4% | +44.9% |
| 3Y | +36.4% | -24.4% | +60.7% | +43.4% |
| All | +36.4% | -23.7% | +60.1% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling