-22.4%
VFC vs TRI
-19.2%
-3.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -2.3% | -8.4% | +6.1% | -1.4% |
| 30D | -13.4% | -6.5% | -6.9% | -12.8% |
| 3M | -23.7% | +18.6% | -42.3% | -25.7% |
| 6M | -24.5% | -10.4% | -14.0% | -23.4% |
| YTD | -27.8% | -23.7% | -4.1% | -24.1% |
| 1Y | -13.5% | -42.5% | +29.0% | -3.3% |
| All | -22.4% | -19.2% | -3.2% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling