-80.7%
VFC vs TENB
+3.0%
-83.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -1.6% | -9.1% | +7.5% | +0.5% |
| 30D | -11.6% | -4.9% | -6.8% | -11.0% |
| 3M | -18.1% | +16.9% | -35.0% | -22.6% |
| 6M | -27.4% | +68.0% | -95.3% | -38.1% |
| YTD | -24.8% | +45.6% | -70.4% | -34.0% |
| 1Y | -8.2% | +12.7% | -20.9% | -13.9% |
| 3Y | -29.1% | -24.4% | -4.7% | -27.8% |
| 5Y | -79.2% | -26.7% | -52.4% | -79.6% |
| All | -80.7% | +3.0% | -83.7% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling