+1,666.3%
VFC vs TRMB
+3,206.1%
-1,539.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.0% |
| 7D | -1.4% | +4.1% | -5.5% | -2.0% |
| 30D | +30.7% | -5.1% | +35.8% | +31.3% |
| 3M | +40.6% | -2.6% | +43.2% | +40.5% |
| 6M | +16.5% | -2.7% | +19.2% | +16.3% |
| YTD | +16.2% | -27.9% | +44.1% | +21.7% |
| 1Y | +42.4% | -29.0% | +71.5% | +49.7% |
| 3Y | +48.1% | +35.0% | +13.1% | +42.7% |
| 5Y | -67.8% | -33.9% | -33.9% | -65.7% |
| 10Y | -48.5% | +106.1% | -154.6% | -52.5% |
| All | +1,666.3% | +3,206.1% | -1,539.9% | +967.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling