+789.7%
VFC vs TAP
+825.0%
-35.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | -11.6% | -2.1% | -9.5% | -11.2% |
| 3M | -18.1% | +6.6% | -24.7% | -19.3% |
| 6M | -27.4% | -11.5% | -15.9% | -25.4% |
| YTD | -24.8% | -10.3% | -14.6% | -23.2% |
| 1Y | -8.2% | -14.4% | +6.2% | -5.4% |
| 3Y | -29.1% | -28.3% | -0.8% | -24.1% |
| 5Y | -79.2% | +1.7% | -80.9% | -79.3% |
| 10Y | -68.1% | -49.2% | -18.9% | -65.4% |
| All | +789.7% | +825.0% | -35.3% | +539.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling