-70.1%
VFC vs TENB
+22.6%
-92.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +4.0% | +3.4% |
| 7D | +1.6% | -3.3% | +4.9% | +2.3% |
| 30D | +25.5% | +6.9% | +18.6% | +23.1% |
| 3M | +41.3% | +1.8% | +39.5% | +38.4% |
| 6M | +22.2% | +98.1% | -75.8% | -0.4% |
| YTD | +16.4% | +73.2% | -56.8% | -3.1% |
| 1Y | +38.4% | +50.7% | -12.3% | +19.6% |
| 3Y | +56.2% | +9.3% | +46.9% | +46.2% |
| 5Y | -68.2% | -25.1% | -43.0% | -69.4% |
| All | -70.1% | +22.6% | -92.7% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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