-71.0%
VFC vs TENB
+23.5%
-94.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -2.0% |
| 7D | -1.4% | -7.0% | +5.6% | +0.1% |
| 30D | +24.6% | -0.6% | +25.2% | +24.1% |
| 3M | +38.4% | +10.9% | +27.5% | +32.8% |
| 6M | +15.3% | +95.4% | -80.1% | -5.7% |
| YTD | +12.7% | +74.5% | -61.7% | -6.3% |
| 1Y | +32.7% | +49.2% | -16.5% | +14.9% |
| 3Y | +43.7% | +9.7% | +34.0% | +34.4% |
| 5Y | -69.2% | -24.6% | -44.6% | -70.4% |
| All | -71.0% | +23.5% | -94.5% | -78.9% |
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