-68.5%
VFC vs TDY
+479.2%
-547.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.1% | +3.6% |
| 7D | -1.4% | -1.1% | -0.3% | -0.7% |
| 30D | -9.0% | -12.0% | +3.1% | -1.6% |
| 3M | -24.2% | -3.2% | -21.0% | -22.7% |
| 6M | -18.5% | -7.9% | -10.6% | -14.4% |
| YTD | -25.9% | +18.2% | -44.1% | -33.4% |
| 1Y | -13.0% | +6.7% | -19.6% | -16.9% |
| 3Y | -20.3% | +47.5% | -67.9% | -36.6% |
| 5Y | -78.1% | +39.5% | -117.6% | -82.3% |
| All | -68.5% | +479.2% | -547.8% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling