-81.7%
VFC vs TENB
-3.6%
-78.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.4% |
| 7D | -3.3% | -7.1% | +3.8% | -1.6% |
| 30D | -14.0% | -15.4% | +1.3% | -11.1% |
| 3M | -22.6% | +19.5% | -42.1% | -27.2% |
| 6M | -24.7% | +54.8% | -79.5% | -34.6% |
| YTD | -29.0% | +36.1% | -65.1% | -36.7% |
| 1Y | -13.8% | +7.0% | -20.8% | -18.2% |
| 3Y | -28.2% | -27.6% | -0.7% | -26.1% |
| 5Y | -79.0% | -30.5% | -48.5% | -79.2% |
| All | -81.7% | -3.6% | -78.1% | -85.7% |
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