-8.2%
VFC vs TDY
+11.8%
-20.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | -1.6% | -1.8% | +0.2% | -0.4% |
| 30D | -11.6% | -10.7% | -0.9% | -5.1% |
| 3M | -18.1% | -1.3% | -16.8% | -17.4% |
| 6M | -27.4% | -10.6% | -16.8% | -22.6% |
| YTD | -24.8% | +19.6% | -44.4% | -33.3% |
| 1Y | -8.2% | +11.6% | -19.8% | -18.3% |
| All | -8.2% | +11.8% | -20.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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