-79.1%
VFC vs TENB
-32.3%
-46.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -1.1% |
| 7D | -4.0% | -7.1% | +3.2% | -2.3% |
| 30D | -14.6% | -15.4% | +0.7% | -11.6% |
| 3M | -23.1% | +19.5% | -42.6% | -28.1% |
| 6M | -25.2% | +54.8% | -80.0% | -35.9% |
| YTD | -29.5% | +36.1% | -65.6% | -37.7% |
| 1Y | -14.4% | +7.0% | -21.4% | -18.8% |
| 3Y | -28.7% | -27.6% | -1.2% | -26.4% |
| 5Y | -79.1% | -30.5% | -48.7% | -79.0% |
| All | -79.1% | -32.3% | -46.9% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling