+297.1%
VFC vs TDY
+7,071.3%
-6,774.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.6% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | -11.9% | -12.5% | +0.5% | -8.7% |
| 3M | -20.2% | -1.2% | -19.0% | -19.8% |
| 6M | -23.0% | -6.6% | -16.4% | -21.5% |
| YTD | -26.2% | +18.5% | -44.7% | -29.5% |
| 1Y | -13.3% | +10.8% | -24.1% | -15.7% |
| 3Y | -25.5% | +47.5% | -73.0% | -32.2% |
| 5Y | -78.1% | +35.8% | -113.9% | -79.7% |
| 10Y | -68.8% | +459.0% | -527.8% | -78.7% |
| All | +297.1% | +7,071.3% | -6,774.2% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling