-47.5%
VFC vs TMF
-82.2%
+34.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.9% |
| 7D | +3.5% | -1.1% | +4.5% | +3.4% |
| 30D | +38.3% | +11.8% | +26.5% | +39.0% |
| 3M | +40.2% | -4.0% | +44.2% | +39.9% |
| 6M | +10.6% | -16.5% | +27.2% | +9.4% |
| YTD | +16.7% | -19.9% | +36.6% | +15.2% |
| 1Y | +45.0% | -25.6% | +70.6% | +42.4% |
| 3Y | +48.8% | -29.9% | +78.7% | +47.0% |
| 5Y | -67.6% | -88.2% | +20.7% | -77.6% |
| 10Y | -47.5% | -81.7% | +34.2% | -58.8% |
| All | -47.5% | -82.2% | +34.7% | -58.8% |
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