-69.2%
VFC vs TMF
-88.7%
+19.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.5% | -2.3% |
| 7D | -1.4% | -8.2% | +6.7% | -0.2% |
| 30D | +24.6% | +5.3% | +19.3% | +23.7% |
| 3M | +38.4% | -8.5% | +46.9% | +40.0% |
| 6M | +15.3% | -17.2% | +32.5% | +18.3% |
| YTD | +12.7% | -23.4% | +36.2% | +16.7% |
| 1Y | +32.7% | -30.2% | +62.9% | +38.8% |
| 3Y | +43.7% | -32.9% | +76.6% | +50.0% |
| 5Y | -69.2% | -88.5% | +19.4% | -70.7% |
| All | -69.2% | -88.7% | +19.6% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling