+36.4%
VFC vs TLN
+538.9%
-502.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -6.9% | -1.1% |
| 7D | +11.2% | -1.3% | +12.5% | +11.2% |
| 30D | +41.5% | -10.5% | +52.0% | +43.7% |
| 3M | +38.9% | +0.1% | +38.8% | +37.5% |
| 6M | +6.1% | -17.4% | +23.5% | +8.2% |
| YTD | +14.5% | -9.7% | +24.2% | +13.3% |
| 1Y | +46.0% | -12.3% | +58.2% | +44.7% |
| 3Y | +36.4% | +528.3% | -491.9% | +13.3% |
| All | +36.4% | +538.9% | -502.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling