-78.1%
VFC vs TRMB
-37.5%
-40.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.0% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | -11.9% | -1.2% | -10.7% | -11.4% |
| 3M | -20.2% | +9.6% | -29.8% | -25.6% |
| 6M | -23.0% | -16.1% | -6.9% | -13.9% |
| YTD | -26.2% | -25.0% | -1.2% | -11.2% |
| 1Y | -13.3% | -27.7% | +14.4% | +7.2% |
| 3Y | -25.5% | +15.3% | -40.8% | -32.5% |
| 5Y | -78.1% | -37.4% | -40.7% | -76.1% |
| All | -78.1% | -37.5% | -40.6% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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