-48.6%
VFC vs TRI
+225.2%
-273.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +1.6% | -2.9% | +4.5% | +2.6% |
| 30D | +25.5% | +3.7% | +21.8% | +23.0% |
| 3M | +41.3% | +3.7% | +37.6% | +37.5% |
| 6M | +22.2% | +35.1% | -12.9% | +4.7% |
| YTD | +16.4% | -14.0% | +30.4% | +20.1% |
| 1Y | +38.4% | -19.0% | +57.4% | +47.5% |
| 3Y | +56.2% | -12.0% | +68.2% | +49.8% |
| 5Y | -68.2% | +0.6% | -68.8% | -72.4% |
| All | -48.6% | +225.2% | -273.8% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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