-67.9%
VFC vs TAP
+2.0%
-69.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +2.4% |
| 7D | +11.2% | +0.5% | +10.7% | +10.8% |
| 30D | +41.5% | +9.1% | +32.4% | +35.2% |
| 3M | +38.9% | -3.8% | +42.7% | +41.0% |
| 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% | +45.9% |
| 3Y | +36.4% | -24.4% | +60.7% | +52.7% |
| All | -67.9% | +2.0% | -69.8% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling