-79.0%
VFC vs TRI
-11.1%
-67.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -3.3% | -14.4% | +11.1% | +0.2% |
| 30D | -14.0% | -8.1% | -5.9% | -12.6% |
| 3M | -22.6% | +17.5% | -40.1% | -26.6% |
| 6M | -24.7% | -5.0% | -19.8% | -24.7% |
| YTD | -29.0% | -24.7% | -4.3% | -22.6% |
| 1Y | -13.8% | -41.5% | +27.7% | +4.5% |
| 3Y | -28.2% | -20.3% | -7.9% | -31.4% |
| 5Y | -79.0% | -10.9% | -68.1% | -83.0% |
| All | -79.0% | -11.1% | -67.8% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling