+326.4%
VFC vs TD
+7,879.0%
-7,552.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +3.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | -11.6% | +0.4% | -12.0% | -11.9% |
| 3M | -18.1% | +7.6% | -25.7% | -21.0% |
| 6M | -27.4% | +25.0% | -52.3% | -34.9% |
| YTD | -24.8% | +31.0% | -55.8% | -34.1% |
| 1Y | -8.2% | +65.2% | -73.4% | -28.4% |
| 3Y | -29.1% | +122.5% | -151.6% | -51.9% |
| 5Y | -79.2% | +124.8% | -204.0% | -85.8% |
| 10Y | -68.1% | +298.2% | -366.3% | -82.7% |
| All | +326.4% | +7,879.0% | -7,552.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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