-68.5%
VFC vs TRI
+196.2%
-264.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.6% | +3.7% |
| 7D | -1.4% | -7.9% | +6.5% | +1.5% |
| 30D | -9.0% | -4.5% | -4.5% | -7.9% |
| 3M | -24.2% | +22.1% | -46.3% | -31.1% |
| 6M | -18.5% | -2.8% | -15.7% | -19.9% |
| YTD | -25.9% | -23.4% | -2.5% | -19.5% |
| 1Y | -13.0% | -41.5% | +28.5% | +8.3% |
| 3Y | -20.3% | -19.2% | -1.1% | -21.2% |
| 5Y | -78.1% | -9.4% | -68.7% | -80.1% |
| All | -68.5% | +196.2% | -264.8% | -83.3% |
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