-47.2%
VFC vs TMF
-84.4%
+37.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +11.2% | +1.2% | +10.0% | +11.3% |
| 30D | +41.5% | +19.7% | +21.8% | +42.8% |
| 3M | +38.9% | -2.1% | +41.0% | +38.8% |
| 6M | +6.1% | -13.4% | +19.6% | +5.2% |
| YTD | +14.5% | -16.7% | +31.3% | +13.2% |
| 1Y | +46.0% | -23.3% | +69.3% | +43.5% |
| 3Y | +36.4% | -24.8% | +61.2% | +35.6% |
| 5Y | -67.5% | -88.0% | +20.5% | -77.6% |
| All | -47.2% | -84.4% | +37.2% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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